+52.3%
PNC vs ALHC
-31.9%
+84.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.1% |
| 7D | -0.9% | -5.8% | +4.9% | -0.5% |
| 30D | -4.4% | -3.3% | -1.1% | -4.2% |
| 3M | +5.3% | -37.9% | +43.2% | +8.4% |
| 6M | +19.6% | -29.5% | +49.1% | +21.3% |
| YTD | +19.1% | -35.4% | +54.5% | +21.4% |
| 1Y | +24.3% | -22.4% | +46.7% | +25.1% |
| 3Y | +132.2% | +146.3% | -14.1% | +108.4% |
| 5Y | +52.3% | -32.0% | +84.3% | +42.6% |
| All | +52.3% | -31.9% | +84.2% | +42.6% |
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