-31.8%
PNR vs ALHC
-51.4%
+19.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.1% | -6.9% | +3.0% |
| 7D | +11.9% | -0.5% | +12.4% | +11.9% |
| 30D | +37.1% | -4.2% | +41.4% | +37.2% |
| 3M | +5.7% | -39.8% | +45.5% | +7.0% |
| 6M | -5.7% | -57.7% | +52.1% | -4.1% |
| YTD | -29.8% | -58.8% | +29.0% | -30.2% |
| 1Y | -31.8% | -52.4% | +20.6% | -34.9% |
| All | -31.8% | -51.4% | +19.6% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling