+115.2%
PCAR vs ALNY
-2.8%
+118.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.0% | 0.0% |
| 7D | +4.9% | +5.8% | -0.9% | +4.6% |
| 30D | -1.4% | -26.5% | +25.1% | +0.1% |
| 3M | -18.1% | -27.3% | +9.2% | -17.0% |
| 6M | -4.0% | -43.4% | +39.4% | -1.5% |
| YTD | -1.5% | -58.5% | +57.0% | +3.0% |
| 1Y | +13.2% | -63.6% | +76.8% | +19.2% |
| 3Y | +35.8% | 0.0% | +35.8% | +32.1% |
| All | +115.2% | -2.8% | +118.0% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling