+295.0%
PCAR vs ALK
-41.4%
+336.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +2.8% |
| 7D | +2.2% | +2.6% | -0.4% | +1.5% |
| 30D | +0.3% | +7.8% | -7.5% | -2.0% |
| 3M | -17.9% | -15.2% | -2.7% | -14.7% |
| 6M | -3.4% | +5.0% | -8.4% | -6.1% |
| YTD | -0.1% | -18.4% | +18.3% | +2.5% |
| 1Y | +13.4% | -2.4% | +15.8% | +10.5% |
| 3Y | +37.2% | +19.8% | +17.4% | +19.9% |
| 5Y | +117.3% | -27.8% | +145.1% | +114.6% |
| 10Y | +295.0% | -42.0% | +336.9% | +272.9% |
| All | +295.0% | -41.4% | +336.4% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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