+287.1%
PCAR vs ALB
+32.4%
+254.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +4.9% | -5.8% | +10.7% | +6.2% |
| 30D | -1.4% | -4.5% | +3.1% | -0.6% |
| 3M | -18.1% | -28.1% | +9.9% | -12.9% |
| 6M | -4.0% | -53.2% | +49.2% | +10.9% |
| YTD | -1.5% | -33.3% | +31.9% | +4.0% |
| 1Y | +13.2% | -17.4% | +30.6% | +13.8% |
| 3Y | +35.8% | -14.1% | +49.9% | +25.1% |
| 5Y | +114.6% | -64.0% | +178.7% | +132.6% |
| All | +287.1% | +32.4% | +254.8% | +141.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling