+0.6%
PNR vs ALHC
-65.3%
+65.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.3% |
| 7D | -0.1% | +3.8% | -3.9% | -0.5% |
| 30D | +33.4% | +1.7% | +31.7% | +33.0% |
| 3M | +4.9% | -44.3% | +49.2% | +9.3% |
| 6M | -8.5% | -57.2% | +48.7% | -3.4% |
| YTD | -32.1% | -61.2% | +29.0% | -28.1% |
| 1Y | -35.0% | -53.2% | +18.2% | -32.5% |
| 3Y | +17.6% | +27.8% | -10.2% | +4.1% |
| All | +0.6% | -65.3% | +65.9% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling