+9.3%
PCAR vs ALM
+12.3%
-3.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.1% | +0.4% |
| 7D | +3.5% | -6.3% | +9.8% | +3.9% |
| 30D | -2.3% | -31.4% | +29.1% | +0.1% |
| 3M | -19.3% | -40.6% | +21.2% | -16.9% |
| 6M | -7.1% | -58.6% | +51.5% | -2.4% |
| YTD | -2.8% | -7.6% | +4.8% | +0.4% |
| 1Y | +9.3% | +13.8% | -4.6% | +13.8% |
| All | +9.3% | +12.3% | -3.0% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling