+172.3%
PCAR vs ALM
+951.0%
-778.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -0.5% | -2.6% | +2.1% | -0.4% |
| 30D | -6.2% | +32.0% | -38.2% | -7.1% |
| 3M | +5.9% | -15.0% | +20.9% | +6.0% |
| 6M | +0.4% | -10.1% | +10.5% | +0.1% |
| YTD | +14.8% | +99.4% | -84.6% | +12.8% |
| 1Y | +30.1% | +316.4% | -286.2% | +26.0% |
| 3Y | +66.7% | +2,022.0% | -1,955.3% | +51.0% |
| All | +172.3% | +951.0% | -778.7% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling