-81.0%
PYPL vs ALHC
-33.5%
-47.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | -4.9% | -1.0% | -3.9% | -4.9% |
| 3M | +28.9% | -10.2% | +39.0% | +28.6% |
| 6M | +18.2% | -28.3% | +46.5% | +20.6% |
| YTD | -5.0% | -31.4% | +26.4% | -3.0% |
| 1Y | -18.8% | -16.9% | -1.9% | -19.4% |
| 3Y | -12.6% | +135.5% | -148.1% | -32.5% |
| All | -81.0% | -33.5% | -47.6% | -85.0% |
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