+364.4%
PCAR vs ALK
-34.2%
+398.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -6.2% | -19.2% | +13.0% | -0.9% |
| 3M | +5.9% | -1.5% | +7.4% | +5.5% |
| 6M | +0.4% | -13.1% | +13.4% | +2.4% |
| YTD | +14.8% | -16.4% | +31.2% | +17.5% |
| 1Y | +30.1% | -33.1% | +63.2% | +40.8% |
| 3Y | +66.7% | +0.6% | +66.0% | +53.8% |
| 5Y | +166.1% | -26.4% | +192.5% | +161.8% |
| All | +364.4% | -34.2% | +398.6% | +317.3% |
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