-14.1%
PCOR vs ALHC
-66.7%
+52.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.1% | +1.2% |
| 7D | +23.7% | -6.2% | +29.9% | +24.9% |
| 30D | +39.0% | -9.7% | +48.7% | +40.7% |
| 3M | +35.8% | -44.7% | +80.5% | +47.5% |
| 6M | +38.2% | -58.7% | +96.9% | +53.5% |
| YTD | +3.9% | -61.7% | +65.7% | +15.8% |
| 1Y | +5.7% | -55.7% | +61.4% | +14.0% |
| 3Y | +44.8% | +25.6% | +19.2% | +10.3% |
| 5Y | -19.8% | -65.8% | +46.0% | -23.1% |
| All | -14.1% | -66.7% | +52.6% | -17.1% |
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