+207.4%
ALAB vs PCAR
-9.8%
+217.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.7% | +7.6% |
| 7D | -26.3% | +0.1% | -26.4% | -26.4% |
| 30D | -50.1% | -4.6% | -45.5% | -49.0% |
| 3M | -42.5% | -22.6% | -19.9% | -33.7% |
| 6M | -10.8% | -12.0% | +1.1% | -4.8% |
| YTD | +14.6% | -6.1% | +20.7% | +16.7% |
| 1Y | +17.1% | +6.3% | +10.8% | +10.5% |
| All | +207.4% | -9.8% | +217.3% | +220.0% |
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