+553.1%
MA vs PCAR
+296.2%
+256.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.6% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +14.7% | -4.6% | +19.2% | +17.1% |
| 3M | +13.5% | -22.6% | +36.1% | +27.5% |
| 6M | +33.1% | -12.0% | +45.1% | +39.6% |
| YTD | +15.1% | -6.1% | +21.2% | +15.8% |
| 1Y | +18.7% | +6.3% | +12.4% | +12.0% |
| 3Y | +72.1% | +31.8% | +40.3% | +37.9% |
| 5Y | +92.8% | +104.2% | -11.4% | +17.0% |
| All | +553.1% | +296.2% | +256.8% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling