-20.1%
PCOR vs ALHC
-64.2%
+44.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.1% |
| 7D | +22.7% | +1.0% | +21.8% | +22.7% |
| 30D | +37.5% | -14.2% | +51.6% | +40.3% |
| 3M | +35.2% | -45.1% | +80.3% | +47.1% |
| 6M | +42.2% | -59.5% | +101.8% | +58.4% |
| YTD | +3.6% | -62.8% | +66.4% | +15.9% |
| 1Y | -4.8% | -55.5% | +50.7% | +2.5% |
| 3Y | +48.3% | +25.7% | +22.7% | +11.0% |
| All | -20.1% | -64.2% | +44.1% | -19.1% |
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