+6,817.3%
ABT vs PCAR
+13,012.7%
-6,195.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.0% | +3.8% | -2.8% | +0.2% |
| 30D | +11.6% | -2.0% | +13.5% | +12.1% |
| 3M | +2.3% | -19.1% | +21.4% | +7.0% |
| 6M | +32.7% | -6.8% | +39.6% | +34.4% |
| YTD | -9.6% | -2.5% | -7.2% | -9.7% |
| 1Y | -10.1% | +9.7% | -19.7% | -12.4% |
| 3Y | +25.2% | +34.0% | -8.7% | +14.9% |
| 5Y | -4.5% | +113.3% | -117.9% | -21.6% |
| 10Y | +228.3% | +278.2% | -49.9% | +135.2% |
| All | +6,817.3% | +13,012.7% | -6,195.4% | +1,946.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling