-7.0%
ABT vs PCAR
+168.1%
-175.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +2.5% | -6.2% | +8.7% | +3.7% |
| 3M | +20.2% | +5.9% | +14.3% | +18.7% |
| 6M | -2.9% | +0.4% | -3.3% | -3.3% |
| YTD | -11.9% | +14.8% | -26.8% | -14.7% |
| 1Y | -16.5% | +30.1% | -46.7% | -21.3% |
| 3Y | +12.1% | +66.6% | -54.5% | -3.9% |
| All | -7.0% | +168.1% | -175.1% | -33.9% |
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