+9.3%
PCG vs ALHC
-66.2%
+75.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.2% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +0.8% | -10.6% | +11.3% | +1.2% |
| 3M | -23.8% | -45.3% | +21.5% | -22.0% |
| 6M | -19.6% | -59.7% | +40.1% | -17.1% |
| YTD | -16.7% | -62.7% | +46.0% | -14.2% |
| 1Y | -19.4% | -56.1% | +36.7% | -17.4% |
| 3Y | -18.3% | +21.3% | -39.6% | -21.0% |
| All | +9.3% | -66.2% | +75.6% | +12.9% |
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