+31.2%
PTC vs ALHC
+21.9%
+9.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +0.4% |
| 7D | -0.2% | +1.0% | -1.2% | -0.3% |
| 30D | +0.8% | -14.2% | +14.9% | +1.3% |
| 3M | +32.1% | -45.1% | +77.2% | +34.2% |
| 6M | +42.6% | -59.5% | +102.2% | +45.9% |
| YTD | +12.0% | -62.8% | +74.8% | +14.6% |
| 1Y | +12.2% | -55.5% | +67.6% | +13.8% |
| 3Y | +31.2% | +25.7% | +5.5% | +27.1% |
| All | +31.2% | +21.9% | +9.3% | +27.1% |
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 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