-41.4%
PCOR vs ALHC
-33.5%
-7.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.2% | -4.3% |
| 7D | -9.0% | -0.6% | -8.4% | -8.9% |
| 30D | +4.2% | -1.0% | +5.2% | +4.1% |
| 3M | +14.4% | -10.2% | +24.6% | +13.5% |
| 6M | +0.2% | -28.3% | +28.5% | +2.2% |
| YTD | -20.3% | -31.4% | +11.2% | -18.3% |
| 1Y | -16.1% | -16.9% | +0.8% | -17.7% |
| 3Y | -14.7% | +135.5% | -150.2% | -41.9% |
| All | -41.4% | -33.5% | -7.9% | -51.1% |
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 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