+415.8%
PCAR vs ALLY
+124.8%
+291.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | +0.4% | +9.7% | -9.3% | -2.8% |
| YTD | +14.8% | -1.4% | +16.2% | +14.7% |
| 1Y | +30.1% | +8.2% | +21.9% | +25.8% |
| 3Y | +66.7% | +66.5% | +0.2% | +35.8% |
| 5Y | +166.1% | +1.2% | +164.9% | +146.2% |
| 10Y | +353.7% | +191.4% | +162.2% | +159.1% |
| All | +415.8% | +124.8% | +291.0% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling