+97.7%
PCAR vs ALHC
-61.5%
+159.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.3% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | -4.6% | -14.2% | +9.6% | -4.0% |
| 3M | -22.6% | -45.1% | +22.6% | -20.9% |
| 6M | -12.0% | -59.5% | +47.6% | -9.5% |
| YTD | -6.1% | -62.8% | +56.7% | -3.3% |
| 1Y | +6.3% | -55.5% | +61.8% | +8.8% |
| 3Y | +31.8% | +25.7% | +6.1% | +27.7% |
| 5Y | +104.2% | -66.8% | +171.0% | +101.1% |
| All | +97.7% | -61.5% | +159.1% | +89.5% |
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