+104.9%
PCAR vs ALHC
-61.8%
+166.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.7% |
| 7D | +2.9% | +3.9% | -0.9% | +2.7% |
| 30D | -2.1% | -3.6% | +1.5% | -2.0% |
| 3M | -20.4% | -49.4% | +29.0% | -18.4% |
| 6M | -7.0% | -59.5% | +52.5% | -4.3% |
| YTD | -2.6% | -63.2% | +60.5% | +0.3% |
| 1Y | +9.8% | -55.5% | +65.3% | +12.3% |
| 3Y | +37.3% | +23.0% | +14.2% | +33.2% |
| 5Y | +116.4% | -65.7% | +182.2% | +113.1% |
| All | +104.9% | -61.8% | +166.8% | +96.6% |
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