+31.8%
PCAR vs ALC
+2.3%
+29.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.8% |
| 7D | +0.1% | +4.9% | -4.8% | -1.3% |
| 30D | -4.6% | +19.0% | -23.5% | -9.2% |
| 3M | -22.6% | +7.8% | -30.3% | -24.4% |
| 6M | -12.0% | +14.6% | -26.5% | -15.7% |
| YTD | -6.1% | -4.4% | -1.7% | -5.6% |
| 1Y | +6.3% | +1.4% | +4.9% | +4.9% |
| 3Y | +31.8% | +2.5% | +29.3% | +29.8% |
| All | +31.8% | +2.3% | +29.5% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling