-19.3%
PNR vs ALHC
-27.5%
+8.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.6% |
| 7D | -3.9% | -4.1% | +0.2% | -3.5% |
| 30D | -13.8% | -5.4% | -8.4% | -13.4% |
| 3M | -22.5% | -32.1% | +9.6% | -20.4% |
| 6M | -37.2% | -28.5% | -8.7% | -36.2% |
| YTD | -44.2% | -34.0% | -10.2% | -43.1% |
| 1Y | -46.6% | -20.9% | -25.7% | -46.6% |
| 3Y | -12.5% | +151.5% | -164.1% | -26.8% |
| 5Y | -19.3% | -28.8% | +9.5% | -26.7% |
| All | -19.3% | -27.5% | +8.1% | -26.7% |
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 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