+285.9%
PCAR vs ALM
+1,942.8%
-1,656.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.5% |
| 7D | +2.1% | -4.0% | +6.1% | +2.2% |
| 30D | -1.2% | -30.5% | +29.3% | -0.5% |
| 3M | -18.6% | -46.9% | +28.3% | -17.6% |
| 6M | -5.1% | -65.5% | +60.4% | -3.3% |
| YTD | -1.8% | -13.4% | +11.6% | -1.6% |
| 1Y | +10.6% | +9.8% | +0.9% | +10.4% |
| 3Y | +34.9% | +783.1% | -748.2% | +28.6% |
| 5Y | +114.0% | +378.3% | -264.3% | +104.7% |
| All | +285.9% | +1,942.8% | -1,656.9% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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