+109.2%
PCAR vs ALK
-33.9%
+143.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -0.7% |
| 7D | +2.2% | +7.1% | -4.9% | +0.2% |
| 30D | -4.4% | -3.0% | -1.4% | -3.9% |
| 3M | -21.4% | -25.6% | +4.2% | -15.5% |
| 6M | -7.3% | +0.5% | -7.8% | -8.8% |
| YTD | -3.8% | -23.1% | +19.3% | +0.2% |
| 1Y | +6.3% | -7.5% | +13.8% | +4.8% |
| 3Y | +34.4% | +15.3% | +19.1% | +15.7% |
| 5Y | +109.2% | -34.8% | +144.0% | +112.3% |
| All | +109.2% | -33.9% | +143.1% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling