+109.2%
PCAR vs ABCL
-30.0%
+139.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.8% | -1.0% |
| 7D | +2.2% | -14.9% | +17.1% | +3.0% |
| 30D | -4.4% | -15.4% | +11.0% | -3.7% |
| 3M | -21.4% | +88.0% | -109.4% | -25.2% |
| 6M | -7.3% | +138.8% | -146.2% | -14.0% |
| YTD | -3.8% | +225.4% | -229.2% | -13.3% |
| 1Y | +6.3% | +137.3% | -131.0% | -2.2% |
| 3Y | +34.4% | +136.8% | -102.4% | +18.7% |
| 5Y | +109.2% | -26.2% | +135.5% | +79.5% |
| All | +109.2% | -30.0% | +139.3% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling