+12,813.1%
PCAR vs ALK
+794.3%
+12,018.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.8% | -4.7% | +1.4% |
| 7D | +3.7% | +12.4% | -8.8% | -0.1% |
| 30D | -2.9% | +2.1% | -5.0% | -3.9% |
| 3M | -21.7% | -23.9% | +2.2% | -15.7% |
| 6M | -6.6% | +8.2% | -14.9% | -10.4% |
| YTD | -2.2% | -20.5% | +18.2% | +1.2% |
| 1Y | +12.2% | -1.0% | +13.3% | +8.6% |
| 3Y | +36.5% | +19.2% | +17.3% | +18.4% |
| 5Y | +113.5% | -28.2% | +141.8% | +110.9% |
| 10Y | +319.4% | -39.2% | +358.6% | +287.2% |
| All | +12,813.1% | +794.3% | +12,018.9% | +3,508.9% |
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 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