+364.4%
PCAR vs ALLY
+191.1%
+173.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -0.5% | +3.7% | -4.2% | -1.7% |
| 30D | -6.2% | -2.3% | -4.0% | -5.6% |
| 3M | +5.9% | +3.8% | +2.1% | +4.6% |
| 6M | +0.4% | +9.7% | -9.3% | -2.7% |
| YTD | +14.8% | -1.4% | +16.2% | +14.8% |
| 1Y | +30.1% | +8.2% | +21.9% | +25.9% |
| 3Y | +66.6% | +66.5% | +0.2% | +36.8% |
| 5Y | +166.1% | +1.2% | +164.9% | +147.5% |
| All | +364.4% | +191.1% | +173.3% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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