+58.0%
PNC vs ALHC
-60.6%
+118.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.3% |
| 7D | +1.9% | -0.8% | +2.7% | +1.9% |
| 30D | +6.2% | -9.6% | +15.9% | +6.8% |
| 3M | -8.7% | -44.5% | +35.8% | -5.6% |
| 6M | +9.2% | -59.2% | +68.4% | +14.4% |
| YTD | +14.3% | -62.0% | +76.4% | +20.0% |
| 1Y | +27.7% | -54.8% | +82.5% | +32.5% |
| 3Y | +113.5% | +25.0% | +88.5% | +102.3% |
| 5Y | +36.7% | -65.3% | +102.1% | +33.1% |
| All | +58.0% | -60.6% | +118.6% | +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 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