+366.3%
PCAR vs ALM
+3,431.9%
-3,065.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.6% | +8.0% | -1.5% |
| 7D | +2.2% | -14.5% | +16.7% | +2.2% |
| 30D | -4.4% | -39.0% | +34.6% | -4.3% |
| 3M | -21.4% | -40.3% | +18.8% | -21.3% |
| 6M | -7.3% | -60.3% | +53.0% | -7.2% |
| YTD | -3.8% | -9.8% | +6.0% | -3.8% |
| 1Y | +6.3% | +30.8% | -24.5% | +6.2% |
| 3Y | +34.4% | +772.4% | -738.1% | +33.6% |
| 5Y | +109.2% | +390.7% | -281.5% | +108.1% |
| 10Y | +312.9% | +2,028.5% | -1,715.6% | +309.2% |
| All | +366.3% | +3,431.9% | -3,065.6% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling