+15,068.3%
PCAR vs ALK
+839.9%
+14,228.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +5.9% | -1.5% | +7.4% | +5.4% |
| 6M | +0.4% | -13.1% | +13.4% | +2.5% |
| YTD | +14.8% | -16.4% | +31.2% | +17.8% |
| 1Y | +30.1% | -33.1% | +63.2% | +41.9% |
| 3Y | +66.7% | +0.6% | +66.0% | +52.8% |
| 5Y | +166.1% | -26.4% | +192.5% | +161.5% |
| 10Y | +353.7% | -34.2% | +387.8% | +310.1% |
| All | +15,068.3% | +839.9% | +14,228.4% | +4,097.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling