+45.5%
PPL vs ALHC
-28.9%
+74.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 6M | -7.6% | -28.3% | +20.7% | -7.0% |
| YTD | +1.8% | -31.4% | +33.3% | +2.5% |
| 1Y | -0.8% | -16.9% | +16.2% | -0.9% |
| 3Y | +56.9% | +135.5% | -78.6% | +47.9% |
| 5Y | +39.5% | -33.6% | +73.1% | +32.1% |
| All | +45.5% | -28.9% | +74.4% | +38.1% |
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