-0.8%
PPL vs ALHC
-16.6%
+15.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | -0.6% | +3.2% | +2.7% |
| 30D | +0.5% | -1.0% | +1.5% | +0.5% |
| 3M | +0.7% | -10.2% | +10.8% | +0.1% |
| 6M | -7.6% | -28.3% | +20.7% | -7.9% |
| YTD | +1.8% | -31.4% | +33.3% | +1.2% |
| 1Y | -0.8% | -16.9% | +16.2% | -3.3% |
| All | -0.8% | -16.6% | +15.9% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling