+190.2%
PCAR vs ALC
+31.8%
+158.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.7% |
| 7D | +0.1% | +4.9% | -4.8% | -1.6% |
| 30D | -4.6% | +19.0% | -23.5% | -10.2% |
| 3M | -22.6% | +7.8% | -30.3% | -24.8% |
| 6M | -12.0% | +14.6% | -26.5% | -16.5% |
| YTD | -6.1% | -4.4% | -1.7% | -5.7% |
| 1Y | +6.3% | +1.4% | +4.9% | +4.5% |
| 3Y | +31.8% | +2.5% | +29.3% | +26.3% |
| 5Y | +104.2% | -10.9% | +115.1% | +103.0% |
| All | +190.2% | +31.8% | +158.3% | +120.1% |
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