+232.9%
ABT vs PCAR
+326.7%
-93.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | -0.6% |
| 7D | +0.3% | +2.9% | -2.6% | -0.5% |
| 30D | +11.6% | -2.1% | +13.8% | +12.3% |
| 3M | +3.1% | -20.4% | +23.5% | +10.4% |
| 6M | +32.8% | -7.0% | +39.8% | +35.2% |
| YTD | -9.6% | -2.6% | -7.0% | -9.8% |
| 1Y | -10.4% | +9.8% | -20.1% | -14.0% |
| 3Y | +25.8% | +37.3% | -11.4% | +7.7% |
| 5Y | -3.4% | +116.4% | -119.9% | -32.7% |
| 10Y | +232.9% | +293.0% | -60.1% | +72.0% |
| All | +232.9% | +326.7% | -93.8% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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