+168.0%
PCAR vs ABCL
-81.3%
+249.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.1% |
| 3M | +5.9% | +79.4% | -73.5% | +1.5% |
| 6M | +0.4% | +214.9% | -214.5% | -7.5% |
| YTD | +14.8% | +234.2% | -219.4% | +5.0% |
| 1Y | +30.1% | +174.8% | -144.7% | +19.8% |
| 3Y | +66.7% | +104.5% | -37.8% | +51.3% |
| 5Y | +166.1% | -39.0% | +205.1% | +148.2% |
| All | +168.0% | -81.3% | +249.3% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling