-7.8%
ABT vs PCAR
+113.3%
-121.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | -5.6% | +2.1% | -7.7% | -6.0% |
| 30D | +5.2% | -1.2% | +6.4% | +5.4% |
| 3M | -2.7% | -18.6% | +15.9% | +1.2% |
| 6M | +28.8% | -5.1% | +33.9% | +29.9% |
| YTD | -12.3% | -1.8% | -10.5% | -12.5% |
| 1Y | -14.7% | +10.6% | -25.3% | -16.9% |
| 3Y | +21.6% | +34.9% | -13.4% | +8.8% |
| 5Y | -7.8% | +114.0% | -121.7% | -32.4% |
| All | -7.8% | +113.3% | -121.0% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling