+49.1%
PPL vs ALHC
-61.4%
+110.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.4% |
| 7D | -0.4% | +0.3% | -0.6% | -0.4% |
| 30D | +2.6% | -10.6% | +13.2% | +3.0% |
| 3M | +0.8% | -45.3% | +46.1% | +2.9% |
| 6M | +1.4% | -59.7% | +61.1% | +4.2% |
| YTD | +4.3% | -62.7% | +67.0% | +7.2% |
| 1Y | +0.8% | -56.1% | +56.9% | +2.9% |
| 3Y | +57.9% | +21.3% | +36.7% | +52.6% |
| 5Y | +48.3% | -66.0% | +114.3% | +43.5% |
| All | +49.1% | -61.4% | +110.4% | +44.4% |
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