+106.6%
PCAR vs ALC
-11.2%
+117.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.3% |
| 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% | -5.7% |
| 1Y | +6.3% | +1.4% | +4.9% | +4.9% |
| 3Y | +31.8% | +2.5% | +29.3% | +28.1% |
| All | +106.6% | -11.2% | +117.8% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling