+7,840.7%
PCAR vs ALB
+2,214.8%
+5,626.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | +0.1% | +9.1% | -9.0% | -2.8% |
| 30D | -4.6% | -3.4% | -1.2% | -3.7% |
| 3M | -22.6% | -20.6% | -2.0% | -17.1% |
| 6M | -12.0% | -48.2% | +36.2% | +7.6% |
| YTD | -6.1% | -29.2% | +23.1% | +0.4% |
| 1Y | +6.3% | +10.0% | -3.7% | -3.3% |
| 3Y | +31.8% | -12.9% | +44.7% | +13.8% |
| 5Y | +104.2% | -61.3% | +165.5% | +118.5% |
| 10Y | +302.9% | +35.8% | +267.1% | +116.2% |
| All | +7,840.7% | +2,214.8% | +5,626.0% | +1,483.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling