+117.3%
PCAR vs ALHC
-65.3%
+182.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.2% | +2.4% |
| 7D | +2.2% | -5.5% | +7.7% | +2.4% |
| 30D | +0.3% | -4.9% | +5.3% | +0.5% |
| 3M | -17.9% | -41.7% | +23.8% | -16.2% |
| 6M | -3.4% | -55.2% | +51.8% | -0.9% |
| YTD | -0.1% | -61.1% | +61.0% | +2.9% |
| 1Y | +13.4% | -53.3% | +66.7% | +16.0% |
| 3Y | +37.2% | +28.2% | +9.0% | +32.1% |
| 5Y | +117.3% | -65.8% | +183.1% | +110.2% |
| All | +117.3% | -65.3% | +182.6% | +110.2% |
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