+127.6%
PCAR vs ABCL
-79.6%
+207.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +3.8% | +2.3% | +1.5% | +3.7% |
| 30D | -2.0% | -0.7% | -1.3% | -2.1% |
| 3M | -19.1% | +33.4% | -52.5% | -20.7% |
| 6M | -6.8% | +137.8% | -144.6% | -12.6% |
| YTD | -2.5% | +264.3% | -266.8% | -11.5% |
| 1Y | +9.7% | +209.2% | -199.5% | +0.5% |
| 3Y | +34.0% | +208.4% | -174.5% | +18.8% |
| 5Y | +113.3% | -11.9% | +125.2% | +96.3% |
| All | +127.6% | -79.6% | +207.2% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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