-77.4%
PLTD vs ALHC
-37.9%
-39.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.5% |
| 7D | +4.2% | +3.9% | +0.4% | +3.9% |
| 30D | +20.8% | -3.6% | +24.5% | +20.7% |
| 3M | -2.6% | -49.4% | +46.8% | -0.4% |
| 6M | -33.1% | -59.5% | +26.4% | -32.2% |
| YTD | -20.0% | -63.2% | +43.1% | -19.3% |
| 1Y | -21.6% | -55.5% | +33.8% | -21.5% |
| All | -77.4% | -37.9% | -39.6% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling