+332.2%
PCAR vs ALLY
+101.5%
+230.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.1% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | -4.4% | +4.2% | -8.6% | -5.7% |
| 3M | -21.4% | -12.4% | -9.0% | -18.0% |
| 6M | -7.3% | -8.7% | +1.3% | -4.6% |
| YTD | -3.8% | -11.6% | +7.9% | -0.3% |
| 1Y | +6.3% | +0.2% | +6.1% | +5.6% |
| 3Y | +34.4% | +57.1% | -22.7% | +11.9% |
| 5Y | +109.2% | -6.8% | +116.1% | +99.3% |
| 10Y | +312.9% | +200.4% | +112.5% | +131.2% |
| All | +332.2% | +101.5% | +230.7% | +168.2% |
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 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