+1,435.1%
PCAR vs ALNY
+4,163.9%
-2,728.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | 0.0% | +5.7% | -5.6% | -0.8% |
| 30D | -7.7% | +18.7% | -26.4% | -10.1% |
| 3M | +3.7% | -11.0% | +14.7% | +4.2% |
| 6M | +2.3% | -18.9% | +21.2% | +4.0% |
| YTD | +12.8% | -34.6% | +47.4% | +18.2% |
| 1Y | +27.8% | -42.8% | +70.6% | +36.1% |
| 3Y | +61.8% | +29.1% | +32.7% | +48.0% |
| 5Y | +168.2% | +39.6% | +128.6% | +131.8% |
| 10Y | +359.1% | +253.8% | +105.3% | +193.6% |
| All | +1,435.1% | +4,163.9% | -2,728.8% | +436.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling