+294.0%
PCAR vs ALB
+33.3%
+260.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | +0.1% | +9.1% | -9.0% | -1.7% |
| 30D | -4.6% | -3.4% | -1.2% | -4.0% |
| 3M | -22.6% | -20.6% | -2.0% | -19.3% |
| 6M | -12.0% | -48.2% | +36.2% | -0.5% |
| YTD | -6.1% | -29.2% | +23.1% | -2.0% |
| 1Y | +6.3% | +10.0% | -3.7% | +0.5% |
| 3Y | +31.8% | -12.9% | +44.7% | +21.3% |
| 5Y | +104.2% | -61.3% | +165.5% | +117.7% |
| All | +294.0% | +33.3% | +260.6% | +160.7% |
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