+63.1%
PNC vs ALHC
-31.6%
+94.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -0.7% | -4.1% | +3.4% | -0.5% |
| 30D | -4.4% | -5.4% | +1.0% | -4.1% |
| 3M | +4.5% | -32.1% | +36.6% | +6.7% |
| 6M | +19.1% | -28.5% | +47.5% | +20.6% |
| YTD | +18.0% | -34.0% | +52.0% | +20.0% |
| 1Y | +24.1% | -20.9% | +45.0% | +24.6% |
| 3Y | +130.0% | +151.5% | -21.5% | +108.4% |
| 5Y | +50.4% | -28.8% | +79.2% | +41.6% |
| All | +63.1% | -31.6% | +94.7% | +49.7% |
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