+364.4%
PCAR vs ALLE
+144.1%
+220.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | -0.4% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -6.2% | -6.8% | +0.6% | -2.9% |
| 3M | +5.9% | +21.0% | -15.1% | -4.5% |
| 6M | +0.4% | +1.1% | -0.7% | -0.8% |
| YTD | +14.8% | -0.5% | +15.4% | +13.9% |
| 1Y | +30.1% | -7.3% | +37.4% | +33.6% |
| 3Y | +66.7% | +42.3% | +24.4% | +35.8% |
| 5Y | +166.1% | +13.5% | +152.7% | +138.2% |
| All | +364.4% | +144.1% | +220.3% | +171.8% |
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