+37.8%
ALAB vs PCAR
+12.2%
+25.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.7% |
| 7D | +3.4% | +2.2% | +1.2% | +2.5% |
| 30D | -28.8% | +0.3% | -29.1% | -28.9% |
| 3M | -26.0% | -17.9% | -8.1% | -18.3% |
| 6M | +11.4% | -3.4% | +14.8% | +13.2% |
| YTD | +38.8% | -0.1% | +38.9% | +40.7% |
| 1Y | +37.8% | +13.4% | +24.4% | +41.0% |
| All | +37.8% | +12.2% | +25.7% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling