+400.4%
ALAB vs PCAR
+10.3%
+390.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.2% | +9.6% | +9.7% |
| 7D | +7.2% | -0.5% | +7.7% | +7.6% |
| 30D | -2.5% | -6.2% | +3.7% | +1.3% |
| 3M | -13.3% | +5.9% | -19.2% | -16.2% |
| 6M | +172.8% | +0.4% | +172.4% | +170.9% |
| YTD | +86.6% | +14.8% | +71.8% | +70.3% |
| 1Y | +65.2% | +30.1% | +35.0% | +39.4% |
| All | +400.4% | +10.3% | +390.1% | +366.9% |
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