+70.4%
PCAR vs ABCL
+104.5%
-34.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | -6.2% | +93.1% | -99.3% | -10.2% |
| 3M | +5.9% | +79.4% | -73.5% | +1.4% |
| 6M | +0.4% | +214.9% | -214.5% | -8.2% |
| YTD | +14.8% | +234.2% | -219.4% | +4.0% |
| 1Y | +30.1% | +174.8% | -144.7% | +18.8% |
| All | +70.4% | +104.5% | -34.0% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling