+294.0%
PCAR vs ALLE
+222.4%
+71.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.9% |
| 7D | +0.1% | -0.6% | +0.6% | +0.4% |
| 30D | -4.6% | +25.3% | -29.9% | -15.2% |
| 3M | -22.6% | +10.3% | -32.9% | -26.7% |
| 6M | -12.0% | +38.0% | -50.0% | -26.1% |
| YTD | -6.1% | +17.8% | -23.9% | -14.9% |
| 1Y | +6.3% | +13.6% | -7.3% | -1.9% |
| 3Y | +31.8% | +89.2% | -57.4% | -7.5% |
| 5Y | +104.2% | +51.1% | +53.1% | +57.2% |
| All | +294.0% | +222.4% | +71.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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