+12.2%
PCAR vs ALB
+4.7%
+7.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.3% | -1.3% | +3.5% |
| 7D | +3.7% | -2.1% | +5.7% | +3.8% |
| 30D | -2.9% | -9.0% | +6.1% | -2.0% |
| 3M | -21.7% | -21.1% | -0.6% | -20.0% |
| 6M | -6.6% | -49.9% | +43.3% | +0.3% |
| YTD | -2.2% | -32.3% | +30.0% | -0.1% |
| 1Y | +12.2% | +8.6% | +3.6% | +11.3% |
| All | +12.2% | +4.7% | +7.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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