+29.6%
PTC vs ALHC
+30.0%
-0.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.1% |
| 7D | +1.3% | +3.8% | -2.5% | +1.1% |
| 30D | +1.1% | +1.7% | -0.6% | +0.9% |
| 3M | +30.1% | -44.3% | +74.5% | +32.0% |
| 6M | +34.0% | -57.2% | +91.2% | +36.7% |
| YTD | +12.8% | -61.2% | +74.0% | +15.2% |
| 1Y | +10.7% | -53.2% | +63.9% | +12.0% |
| 3Y | +29.6% | +27.8% | +1.8% | +28.5% |
| All | +29.6% | +30.0% | -0.4% | +28.5% |
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 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