+144.9%
PM vs ALHC
+30.0%
+114.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.5% |
| 7D | -6.6% | +3.8% | -10.4% | -6.7% |
| 30D | -3.4% | +1.7% | -5.1% | -3.5% |
| 3M | +5.3% | -44.3% | +49.7% | +6.4% |
| 6M | +15.5% | -57.2% | +72.7% | +16.7% |
| YTD | +24.3% | -61.2% | +85.4% | +25.4% |
| 1Y | +29.7% | -53.2% | +82.9% | +30.3% |
| 3Y | +144.9% | +27.8% | +117.1% | +139.9% |
| All | +144.9% | +30.0% | +114.9% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling