+72.9%
MA vs PCAR
+34.2%
+38.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | +3.2% | +2.2% | +1.0% | +2.7% |
| 30D | +15.9% | -4.4% | +20.4% | +17.1% |
| 3M | +15.2% | -21.4% | +36.6% | +21.2% |
| 6M | +32.4% | -7.3% | +39.7% | +33.8% |
| YTD | +15.6% | -3.8% | +19.4% | +15.1% |
| 1Y | +19.3% | +6.3% | +13.0% | +15.3% |
| All | +72.9% | +34.2% | +38.7% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling