+44.6%
PTC vs ALHC
-61.8%
+106.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +0.8% | +3.9% | -3.1% | +0.4% |
| 30D | +0.7% | -3.6% | +4.4% | +0.9% |
| 3M | +32.6% | -49.4% | +82.0% | +38.9% |
| 6M | +33.6% | -59.5% | +93.0% | +41.0% |
| YTD | +12.4% | -63.2% | +75.6% | +19.0% |
| 1Y | +11.2% | -55.5% | +66.7% | +15.6% |
| 3Y | +31.7% | +23.0% | +8.7% | +18.8% |
| 5Y | +60.1% | -65.7% | +125.8% | +53.7% |
| All | +44.6% | -61.8% | +106.5% | +34.6% |
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