-43.6%
ALAB vs PCAR
-22.6%
-21.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.6% | -18.1% | -20.5% |
| 7D | -38.2% | +2.2% | -40.4% | -36.8% |
| 30D | -54.0% | -4.4% | -49.5% | -54.1% |
| 3M | -43.6% | -21.4% | -22.2% | -43.1% |
| All | -43.6% | -22.6% | -21.1% | -43.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling