+295.0%
PCAR vs ALLE
+212.2%
+82.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | +2.2% | -0.8% | +3.0% | +2.6% |
| 30D | +0.3% | +27.4% | -27.0% | -11.5% |
| 3M | -17.9% | +13.8% | -31.8% | -23.5% |
| 6M | -3.4% | +45.5% | -48.9% | -21.0% |
| YTD | -0.1% | +21.4% | -21.5% | -10.8% |
| 1Y | +13.4% | +15.4% | -2.0% | +3.9% |
| 3Y | +37.2% | +91.7% | -54.5% | -4.2% |
| 5Y | +117.3% | +54.5% | +62.8% | +65.7% |
| 10Y | +295.0% | +210.5% | +84.4% | +110.0% |
| All | +295.0% | +212.2% | +82.8% | +110.0% |
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