-10.8%
PPG vs ALHC
-61.4%
+50.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.3% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | +17.6% | -10.6% | +28.1% | +18.3% |
| 3M | +7.5% | -45.3% | +52.8% | +10.9% |
| 6M | +17.6% | -59.7% | +77.3% | +22.9% |
| YTD | +22.6% | -62.7% | +85.3% | +28.2% |
| 1Y | +28.0% | -56.1% | +84.1% | +32.5% |
| 3Y | +1.8% | +21.3% | -19.5% | -5.6% |
| 5Y | -15.5% | -66.0% | +50.5% | -17.2% |
| All | -10.8% | -61.4% | +50.5% | -13.9% |
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