+66.4%
PNC vs ALHC
-28.9%
+95.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -3.8% | -1.0% | -2.8% | -3.8% |
| 3M | +9.0% | -10.2% | +19.2% | +9.2% |
| 6M | +16.6% | -28.3% | +44.9% | +18.1% |
| YTD | +20.4% | -31.4% | +51.9% | +22.2% |
| 1Y | +22.3% | -16.9% | +39.3% | +22.5% |
| 3Y | +124.5% | +135.5% | -10.9% | +104.3% |
| 5Y | +54.1% | -33.6% | +87.7% | +44.9% |
| All | +66.4% | -28.9% | +95.3% | +52.4% |
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