+37.3%
PCAR vs ALB
-13.4%
+50.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +2.9% | +9.5% | -6.5% | +1.6% |
| 30D | -2.1% | -2.1% | 0.0% | -1.9% |
| 3M | -20.4% | -24.1% | +3.8% | -17.5% |
| 6M | -7.0% | -51.0% | +44.0% | +2.2% |
| YTD | -2.6% | -29.3% | +26.7% | +0.2% |
| 1Y | +9.8% | +3.2% | +6.6% | +6.4% |
| 3Y | +37.3% | -9.3% | +46.6% | +26.0% |
| All | +37.3% | -13.4% | +50.7% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling