+427.9%
PCAR vs ALLE
+260.9%
+167.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 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% | +33.7% |
| 3Y | +66.7% | +42.3% | +24.4% | +35.6% |
| 5Y | +166.1% | +13.5% | +152.7% | +137.9% |
| 10Y | +353.7% | +144.0% | +209.6% | +157.9% |
| All | +427.9% | +260.9% | +167.0% | +151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling