+255.5%
PR vs ALHC
-65.3%
+320.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | -0.5% | -5.5% | +5.0% | -0.3% |
| 30D | -4.6% | -4.9% | +0.3% | -4.5% |
| 3M | +4.7% | -41.7% | +46.4% | +6.8% |
| 6M | +12.4% | -55.2% | +67.6% | +15.3% |
| YTD | +62.9% | -61.1% | +123.9% | +67.5% |
| 1Y | +70.6% | -53.3% | +123.9% | +73.2% |
| 3Y | +90.0% | +28.2% | +61.8% | +71.6% |
| 5Y | +255.5% | -65.8% | +321.3% | +334.1% |
| All | +255.5% | -65.3% | +320.8% | +334.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling