+43.3%
MA vs PCAR
+66.6%
-23.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +1.5% | -6.2% | +7.8% | +2.9% |
| 3M | +20.4% | +5.9% | +14.5% | +18.5% |
| 6M | +11.1% | +0.4% | +10.7% | +10.6% |
| YTD | +2.0% | +14.8% | -12.9% | -2.4% |
| 1Y | -2.2% | +30.1% | -32.3% | -9.9% |
| All | +43.3% | +66.6% | -23.3% | +17.5% |
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