-10.8%
PNR vs ALHC
+141.7%
-152.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | -3.0% | -1.0% | -2.1% | -3.0% |
| 30D | -14.9% | -6.3% | -8.6% | -14.7% |
| 3M | -19.0% | -12.3% | -6.7% | -19.0% |
| 6M | -35.9% | -27.0% | -8.9% | -35.5% |
| YTD | -43.1% | -31.8% | -11.3% | -42.7% |
| 1Y | -46.4% | -17.0% | -29.4% | -46.5% |
| 3Y | -10.8% | +159.8% | -170.7% | -22.5% |
| All | -10.8% | +141.7% | -152.5% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling