+12.2%
PCAR vs ALNY
-62.5%
+74.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +4.0% |
| 7D | +3.7% | -30.7% | +34.3% | +5.0% |
| 30D | -2.9% | -26.7% | +23.8% | -2.0% |
| 3M | -21.7% | -26.4% | +4.7% | -21.1% |
| 6M | -6.6% | -45.9% | +39.3% | -4.1% |
| YTD | -2.2% | -59.5% | +57.2% | +1.2% |
| 1Y | +12.2% | -62.0% | +74.2% | +17.9% |
| All | +12.2% | -62.5% | +74.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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