+9.8%
PCG vs ALHC
-60.6%
+70.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -2.7% | -9.6% | +6.9% | -2.4% |
| 3M | -25.1% | -44.5% | +19.5% | -23.5% |
| 6M | -22.3% | -59.2% | +36.9% | -20.1% |
| YTD | -18.5% | -62.0% | +43.5% | -16.2% |
| 1Y | -21.8% | -54.8% | +33.0% | -20.2% |
| 3Y | -21.0% | +25.0% | -46.0% | -23.3% |
| 5Y | +8.1% | -65.3% | +73.4% | +6.8% |
| All | +9.8% | -60.6% | +70.4% | +6.5% |
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