-12.2%
PCOR vs ALHC
-66.9%
+54.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | +2.2% | -0.8% | +2.9% | +2.2% |
| 30D | +37.4% | -9.6% | +47.1% | +39.5% |
| 3M | +33.2% | -44.5% | +77.7% | +44.8% |
| 6M | +60.6% | -59.2% | +119.8% | +78.8% |
| YTD | +6.2% | -62.0% | +68.2% | +18.4% |
| 1Y | -1.1% | -54.8% | +53.7% | +6.3% |
| 3Y | +48.4% | +25.0% | +23.4% | +13.0% |
| 5Y | -13.1% | -65.3% | +52.2% | -16.8% |
| All | -12.2% | -66.9% | +54.7% | -15.2% |
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