+254.8%
PCAR vs ALC
+24.0%
+230.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.3% | +0.9% |
| 7D | -0.5% | -2.1% | +1.6% | +0.2% |
| 30D | -6.2% | -0.1% | -6.1% | -6.3% |
| 3M | +5.9% | +5.9% | 0.0% | +3.4% |
| 6M | +0.4% | -15.9% | +16.3% | +5.9% |
| YTD | +14.8% | -10.1% | +24.9% | +18.0% |
| 1Y | +30.1% | -10.2% | +40.3% | +33.6% |
| 3Y | +66.7% | -13.6% | +80.2% | +70.3% |
| 5Y | +166.1% | -15.1% | +181.3% | +168.9% |
| All | +254.8% | +24.0% | +230.8% | +175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling