+105.3%
PCAR vs ALHC
-59.7%
+165.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -0.1% |
| 7D | +3.8% | +3.8% | 0.0% | +3.6% |
| 30D | -2.0% | +1.7% | -3.6% | -2.1% |
| 3M | -19.1% | -44.3% | +25.3% | -17.4% |
| 6M | -6.8% | -57.2% | +50.4% | -4.4% |
| YTD | -2.5% | -61.2% | +58.7% | +0.3% |
| 1Y | +9.7% | -53.2% | +62.8% | +11.9% |
| 3Y | +34.0% | +27.8% | +6.1% | +29.8% |
| 5Y | +113.3% | -65.4% | +178.7% | +109.6% |
| All | +105.3% | -59.7% | +165.1% | +96.5% |
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 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