+174.9%
PM vs ALHC
-61.8%
+236.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.4% |
| 7D | -7.3% | +3.9% | -11.1% | -7.3% |
| 30D | -4.0% | -3.6% | -0.4% | -4.0% |
| 3M | +2.7% | -49.4% | +52.2% | +4.0% |
| 6M | +14.9% | -59.5% | +74.3% | +16.3% |
| YTD | +23.5% | -63.2% | +86.7% | +25.1% |
| 1Y | +30.4% | -55.5% | +85.8% | +31.5% |
| 3Y | +143.2% | +23.0% | +120.2% | +138.7% |
| 5Y | +159.5% | -65.7% | +225.2% | +161.6% |
| All | +174.9% | -61.8% | +236.8% | +176.2% |
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