+9.3%
PCAR vs ABCL
+198.8%
-189.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +3.5% | +2.3% | +1.2% | +3.4% |
| 30D | -2.3% | -0.7% | -1.6% | -2.3% |
| 3M | -19.3% | +33.4% | -52.8% | -20.1% |
| 6M | -7.1% | +137.8% | -144.9% | -11.6% |
| YTD | -2.8% | +264.3% | -267.1% | -12.7% |
| 1Y | +9.3% | +209.2% | -199.9% | +1.6% |
| All | +9.3% | +198.8% | -189.5% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling