+172.3%
PCAR vs ALB
-44.4%
+216.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.9% |
| 7D | -0.5% | -8.1% | +7.6% | +0.8% |
| 30D | -6.2% | +6.3% | -12.5% | -7.3% |
| 3M | +5.9% | -23.6% | +29.5% | +10.1% |
| 6M | +0.4% | -24.6% | +25.0% | +3.8% |
| YTD | +14.8% | -10.3% | +25.1% | +14.6% |
| 1Y | +30.1% | +61.5% | -31.4% | +16.2% |
| 3Y | +66.7% | -34.0% | +100.6% | +64.7% |
| All | +172.3% | -44.4% | +216.7% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling