+287.1%
PCAR vs ALLE
+211.7%
+75.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | +4.9% | +3.6% | +1.4% | +3.2% |
| 30D | -1.4% | +25.9% | -27.3% | -12.6% |
| 3M | -18.1% | +15.8% | -33.9% | -24.3% |
| 6M | -4.0% | +48.1% | -52.1% | -22.2% |
| YTD | -1.5% | +22.0% | -23.4% | -12.2% |
| 1Y | +13.2% | +18.0% | -4.8% | +2.5% |
| 3Y | +35.8% | +93.1% | -57.3% | -5.5% |
| 5Y | +114.6% | +52.1% | +62.6% | +65.1% |
| All | +287.1% | +211.7% | +75.4% | +103.7% |
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