+63.7%
PTC vs ALHC
-65.3%
+129.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.5% | -5.5% | +6.0% | +1.0% |
| 30D | +0.9% | -4.9% | +5.8% | +1.2% |
| 3M | +30.4% | -41.7% | +72.1% | +35.4% |
| 6M | +34.4% | -55.2% | +89.6% | +41.1% |
| YTD | +12.6% | -61.1% | +73.7% | +19.1% |
| 1Y | +10.2% | -53.3% | +63.5% | +14.3% |
| 3Y | +29.4% | +28.2% | +1.2% | +14.3% |
| 5Y | +63.7% | -65.8% | +129.5% | +82.5% |
| All | +63.7% | -65.3% | +129.0% | +82.5% |
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 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