-24.0%
PPG vs ALHC
-33.0%
+9.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -5.1% | -5.8% | +0.6% | -4.8% |
| 30D | -9.6% | -3.3% | -6.2% | -9.4% |
| 3M | -6.4% | -37.9% | +31.5% | -4.0% |
| 6M | +0.5% | -29.5% | +30.0% | +1.8% |
| YTD | +4.4% | -35.4% | +39.8% | +6.2% |
| 1Y | -0.9% | -22.4% | +21.5% | -0.4% |
| 3Y | -17.0% | +146.3% | -163.3% | -26.4% |
| 5Y | -23.7% | -32.0% | +8.3% | -27.9% |
| All | -24.0% | -33.0% | +9.0% | -28.6% |
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