+73.2%
PR vs ALHC
+21.9%
+51.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +1.9% |
| 7D | -16.4% | +1.0% | -17.4% | -16.4% |
| 30D | -1.9% | -14.2% | +12.3% | -2.0% |
| 3M | +8.0% | -45.1% | +53.1% | +7.2% |
| 6M | +4.1% | -59.5% | +63.6% | +3.3% |
| YTD | +58.7% | -62.8% | +121.5% | +57.1% |
| 1Y | +75.8% | -55.5% | +131.3% | +73.7% |
| 3Y | +73.2% | +25.7% | +47.5% | +71.2% |
| All | +73.2% | +21.9% | +51.2% | +71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling