+141.7%
PCAR vs ALHC
-28.9%
+170.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | -6.2% | -1.0% | -5.2% | -6.2% |
| 3M | +5.9% | -10.2% | +16.0% | +5.9% |
| 6M | +0.4% | -28.3% | +28.7% | +1.1% |
| YTD | +14.8% | -31.4% | +46.3% | +15.7% |
| 1Y | +30.1% | -16.9% | +47.0% | +30.2% |
| 3Y | +66.7% | +135.5% | -68.8% | +57.8% |
| 5Y | +166.1% | -33.6% | +199.8% | +156.0% |
| All | +141.7% | -28.9% | +170.6% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling