+106.8%
PCAR vs ALHC
-60.6%
+167.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.6% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | -1.2% | -9.6% | +8.4% | -0.8% |
| 3M | -18.6% | -44.5% | +25.9% | -16.9% |
| 6M | -5.1% | -59.2% | +54.1% | -2.4% |
| YTD | -1.8% | -62.0% | +60.3% | +1.1% |
| 1Y | +10.6% | -54.8% | +65.5% | +13.1% |
| 3Y | +34.9% | +25.0% | +9.9% | +30.8% |
| 5Y | +114.0% | -65.3% | +179.3% | +110.4% |
| All | +106.8% | -60.6% | +167.4% | +98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling