+11.2%
PCG vs ALHC
-61.8%
+73.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -1.1% | +3.9% | -4.9% | -1.2% |
| 30D | +0.1% | -3.6% | +3.7% | +0.2% |
| 3M | -24.4% | -49.4% | +25.0% | -22.6% |
| 6M | -17.7% | -59.5% | +41.8% | -15.3% |
| YTD | -17.4% | -63.2% | +45.8% | -15.0% |
| 1Y | -19.4% | -55.5% | +36.1% | -17.6% |
| 3Y | -18.6% | +23.0% | -41.6% | -20.8% |
| 5Y | +10.2% | -65.7% | +75.9% | +9.0% |
| All | +11.2% | -61.8% | +73.1% | +8.0% |
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