+204.4%
ABT vs PCAR
+357.6%
-153.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | -3.1% | 0.0% | -3.2% | -3.2% |
| 30D | -2.1% | -7.7% | +5.6% | +0.3% |
| 3M | +17.4% | +3.7% | +13.7% | +15.8% |
| 6M | -2.4% | +2.3% | -4.7% | -3.6% |
| YTD | -14.2% | +12.8% | -27.0% | -18.1% |
| 1Y | -18.3% | +27.8% | -46.1% | -25.3% |
| 3Y | +11.5% | +61.8% | -50.3% | -9.6% |
| 5Y | -9.9% | +168.2% | -178.1% | -41.8% |
| 10Y | +204.4% | +359.1% | -154.7% | +45.2% |
| All | +204.4% | +357.6% | -153.2% | +45.2% |
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