+200.8%
PCAR vs ALC
+32.2%
+168.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +2.9% | +2.1% | +0.9% | +2.2% |
| 30D | -2.1% | +17.2% | -19.3% | -7.5% |
| 3M | -20.4% | +4.6% | -25.0% | -21.8% |
| 6M | -7.0% | +20.1% | -27.1% | -13.2% |
| YTD | -2.6% | -4.2% | +1.5% | -2.3% |
| 1Y | +9.8% | +2.1% | +7.7% | +7.6% |
| 3Y | +37.3% | +4.5% | +32.8% | +30.6% |
| 5Y | +116.4% | -12.3% | +128.8% | +116.9% |
| All | +200.8% | +32.2% | +168.7% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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