+96.0%
MA vs PCAR
+114.5%
-18.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.8% |
| 7D | -0.3% | +2.9% | -3.3% | -1.3% |
| 30D | +11.3% | -2.1% | +13.5% | +12.1% |
| 3M | +16.7% | -20.4% | +37.0% | +26.0% |
| 6M | +32.8% | -7.0% | +39.8% | +34.9% |
| YTD | +15.6% | -2.6% | +18.3% | +14.4% |
| 1Y | +19.6% | +9.8% | +9.8% | +12.5% |
| 3Y | +72.1% | +37.3% | +34.8% | +37.8% |
| 5Y | +96.0% | +116.4% | -20.4% | +12.3% |
| All | +96.0% | +114.5% | -18.5% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling