+106.6%
PCAR vs ALLY
-9.5%
+116.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.9% |
| 7D | +0.1% | +0.9% | -0.9% | -0.2% |
| 30D | -4.6% | +3.1% | -7.7% | -5.4% |
| 3M | -22.6% | -12.6% | -10.0% | -19.5% |
| 6M | -12.0% | -12.4% | +0.5% | -8.5% |
| YTD | -6.1% | -13.2% | +7.1% | -2.6% |
| 1Y | +6.3% | +1.8% | +4.5% | +5.3% |
| 3Y | +31.8% | +58.0% | -26.2% | +13.5% |
| All | +106.6% | -9.5% | +116.1% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling