+9.8%
PCG vs ALHC
-61.5%
+71.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.8% |
| 7D | -1.6% | +1.0% | -2.6% | -1.7% |
| 30D | +1.4% | -14.2% | +15.6% | +1.9% |
| 3M | -23.4% | -45.1% | +21.8% | -21.8% |
| 6M | -19.4% | -59.5% | +40.2% | -17.1% |
| YTD | -18.5% | -62.8% | +44.3% | -16.2% |
| 1Y | -19.5% | -55.5% | +36.0% | -17.8% |
| 3Y | -21.0% | +25.7% | -46.7% | -23.2% |
| 5Y | +13.7% | -66.8% | +80.5% | +12.2% |
| All | +9.8% | -61.5% | +71.3% | +6.6% |
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