-77.4%
PLTD vs ALHC
-34.4%
-43.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | 0.0% |
| 7D | +2.8% | +3.8% | -1.0% | +2.5% |
| 30D | +21.1% | +1.7% | +19.4% | +20.7% |
| 3M | -0.7% | -44.3% | +43.6% | +1.1% |
| 6M | -33.0% | -57.2% | +24.3% | -32.2% |
| YTD | -19.9% | -61.2% | +41.3% | -19.3% |
| 1Y | -13.9% | -53.2% | +39.3% | -13.9% |
| All | -77.4% | -34.4% | -43.0% | -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