+18.5%
PNR vs ALHC
-61.4%
+79.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +31.7% | -10.6% | +42.3% | +32.7% |
| 3M | +2.6% | -45.3% | +48.0% | +6.8% |
| 6M | -6.4% | -59.7% | +53.3% | -1.1% |
| YTD | -33.4% | -62.7% | +29.3% | -29.6% |
| 1Y | -35.1% | -56.1% | +21.0% | -32.4% |
| 3Y | +17.1% | +21.3% | -4.2% | +6.2% |
| 5Y | -3.5% | -66.0% | +62.4% | -8.3% |
| All | +18.5% | -61.4% | +79.9% | +11.4% |
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 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