+157.6%
PM vs ALHC
-28.9%
+186.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -4.9% | -0.6% | -4.3% | -4.9% |
| 30D | -3.4% | -1.0% | -2.4% | -3.4% |
| 3M | +5.2% | -10.2% | +15.3% | +5.1% |
| 6M | +3.7% | -28.3% | +32.0% | +3.9% |
| YTD | +15.8% | -31.4% | +47.2% | +16.0% |
| 1Y | +17.4% | -16.9% | +34.3% | +17.1% |
| 3Y | +116.9% | +135.5% | -18.6% | +110.5% |
| 5Y | +117.3% | -33.6% | +150.9% | +115.8% |
| All | +157.6% | -28.9% | +186.6% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling