-2.0%
PNR vs ALHC
-33.0%
+31.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -5.5% | -5.8% | +0.3% | -5.0% |
| 30D | -15.6% | -3.3% | -12.2% | -15.4% |
| 3M | -20.2% | -37.9% | +17.7% | -17.5% |
| 6M | -36.6% | -29.5% | -7.1% | -35.6% |
| YTD | -45.0% | -35.4% | -9.6% | -43.9% |
| 1Y | -47.4% | -22.4% | -25.0% | -47.3% |
| 3Y | -13.7% | +146.3% | -160.0% | -26.4% |
| 5Y | -20.8% | -32.0% | +11.2% | -27.5% |
| All | -2.0% | -33.0% | +31.0% | -11.1% |
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