+63.3%
PTC vs ALHC
-66.2%
+129.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +33.1% |
| 6M | +39.2% | -59.7% | +98.9% | +47.7% |
| YTD | +12.5% | -62.7% | +75.2% | +19.5% |
| 1Y | +12.3% | -56.1% | +68.4% | +17.1% |
| 3Y | +28.8% | +21.3% | +7.6% | +14.3% |
| All | +63.3% | -66.2% | +129.5% | +90.2% |
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