+295.0%
PCAR vs ALM
+2,084.7%
-1,789.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +2.2% | -7.2% | +9.4% | +2.3% |
| 30D | +0.3% | -26.4% | +26.7% | +1.0% |
| 3M | -17.9% | -38.6% | +20.7% | -17.2% |
| 6M | -3.4% | -61.0% | +57.6% | -1.8% |
| YTD | -0.1% | -7.4% | +7.3% | -0.1% |
| 1Y | +13.4% | +14.0% | -0.6% | +13.1% |
| 3Y | +37.2% | +844.4% | -807.2% | +30.6% |
| 5Y | +117.3% | +410.8% | -293.4% | +107.7% |
| 10Y | +295.0% | +2,084.7% | -1,789.8% | +284.8% |
| All | +295.0% | +2,084.7% | -1,789.8% | +284.8% |
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