+367.2%
PCAR vs ALB
+74.5%
+292.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.1% |
| 7D | -0.5% | -8.1% | +7.6% | +1.1% |
| 30D | -6.2% | +6.3% | -12.5% | -7.6% |
| 3M | +5.9% | -23.6% | +29.5% | +11.2% |
| 6M | +0.4% | -24.6% | +25.0% | +4.7% |
| YTD | +14.8% | -10.3% | +25.1% | +14.5% |
| 1Y | +30.1% | +61.5% | -31.4% | +12.8% |
| 3Y | +66.7% | -34.0% | +100.6% | +65.6% |
| 5Y | +166.1% | -44.6% | +210.7% | +161.6% |
| All | +367.2% | +74.5% | +292.7% | +185.6% |
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