+278.2%
PCAR vs ALLY
+182.8%
+95.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.9% |
| 7D | +3.8% | -0.7% | +4.5% | +4.1% |
| 30D | -2.0% | +1.1% | -3.1% | -2.3% |
| 3M | -19.1% | -13.2% | -5.9% | -15.4% |
| 6M | -6.8% | -13.5% | +6.7% | -2.5% |
| YTD | -2.5% | -14.3% | +11.8% | +1.9% |
| 1Y | +9.7% | -1.1% | +10.8% | +9.4% |
| 3Y | +34.0% | +62.0% | -28.1% | +11.4% |
| 5Y | +113.3% | -9.6% | +123.0% | +106.2% |
| 10Y | +278.2% | +176.0% | +102.2% | +134.4% |
| All | +278.2% | +182.8% | +95.4% | +134.4% |
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