+44.7%
PTC vs ALHC
-61.4%
+106.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | 0.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +1.2% | -10.6% | +11.8% | +2.0% |
| 3M | +27.4% | -45.3% | +72.7% | +32.7% |
| 6M | +39.2% | -59.7% | +98.9% | +47.1% |
| YTD | +12.5% | -62.7% | +75.2% | +19.0% |
| 1Y | +12.3% | -56.1% | +68.4% | +16.8% |
| 3Y | +28.8% | +21.3% | +7.6% | +16.4% |
| 5Y | +60.9% | -66.0% | +126.9% | +54.4% |
| All | +44.7% | -61.4% | +106.1% | +34.5% |
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