+160.1%
PM vs ALHC
-65.3%
+225.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -7.1% | -5.5% | -1.5% | -7.0% |
| 30D | -2.8% | -4.9% | +2.1% | -2.7% |
| 3M | +6.3% | -41.7% | +48.1% | +7.3% |
| 6M | +9.6% | -55.2% | +64.8% | +10.8% |
| YTD | +25.6% | -61.1% | +86.7% | +27.0% |
| 1Y | +29.7% | -53.3% | +83.0% | +30.5% |
| 3Y | +147.6% | +28.2% | +119.4% | +143.0% |
| 5Y | +160.1% | -65.8% | +225.9% | +157.0% |
| All | +160.1% | -65.3% | +225.4% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling