+49.2%
PPL vs ALHC
-61.8%
+111.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.2% | +3.9% | -5.1% | -1.4% |
| 30D | +4.2% | -3.6% | +7.9% | +4.3% |
| 3M | +1.5% | -49.4% | +50.9% | +3.9% |
| 6M | +1.0% | -59.5% | +60.5% | +3.8% |
| YTD | +4.4% | -63.2% | +67.6% | +7.4% |
| 1Y | +0.8% | -55.5% | +56.2% | +2.8% |
| 3Y | +56.5% | +23.0% | +33.5% | +51.1% |
| 5Y | +47.7% | -65.7% | +113.4% | +42.9% |
| All | +49.2% | -61.8% | +111.0% | +44.6% |
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