-18.6%
PPG vs ALHC
-28.9%
+10.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -5.0% | -1.0% | -3.9% | -4.9% |
| 3M | +1.1% | -10.2% | +11.3% | +1.3% |
| 6M | -3.2% | -28.3% | +25.1% | -2.0% |
| YTD | +11.9% | -31.4% | +43.3% | +13.3% |
| 1Y | +5.3% | -16.9% | +22.3% | +5.4% |
| 3Y | -15.0% | +135.5% | -150.5% | -24.3% |
| 5Y | -19.6% | -33.6% | +14.0% | -24.1% |
| All | -18.6% | -28.9% | +10.3% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling