-47.4%
PNR vs ALHC
-22.7%
-24.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.3% |
| 7D | -5.5% | -5.8% | +0.3% | -5.3% |
| 30D | -15.6% | -3.3% | -12.2% | -15.5% |
| 3M | -20.2% | -37.9% | +17.7% | -18.6% |
| 6M | -36.6% | -29.5% | -7.1% | -36.7% |
| YTD | -45.0% | -35.4% | -9.6% | -45.4% |
| 1Y | -47.4% | -22.4% | -25.0% | -48.7% |
| All | -47.4% | -22.7% | -24.8% | -48.7% |
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 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