+228.6%
ABT vs PCAR
+290.1%
-61.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.8% |
| 7D | -5.4% | +2.2% | -7.6% | -6.0% |
| 30D | +8.0% | +0.3% | +7.7% | +7.8% |
| 3M | +0.2% | -17.9% | +18.1% | +6.3% |
| 6M | +34.1% | -3.4% | +37.5% | +34.9% |
| YTD | -10.6% | -0.1% | -10.5% | -11.5% |
| 1Y | -11.8% | +13.4% | -25.2% | -16.2% |
| 3Y | +23.9% | +37.2% | -13.3% | +6.2% |
| 5Y | -5.1% | +117.3% | -122.5% | -33.8% |
| 10Y | +228.6% | +295.0% | -66.4% | +72.3% |
| All | +228.6% | +290.1% | -61.5% | +72.3% |
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