+73.1%
MA vs PCAR
+168.1%
-95.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | +1.5% | -6.2% | +7.8% | +3.7% |
| 3M | +20.4% | +5.9% | +14.5% | +17.4% |
| 6M | +11.1% | +0.4% | +10.7% | +10.0% |
| YTD | +2.0% | +14.8% | -12.9% | -4.6% |
| 1Y | -2.2% | +30.1% | -32.3% | -13.3% |
| 3Y | +41.9% | +66.7% | -24.8% | +6.1% |
| All | +73.1% | +168.1% | -95.0% | -5.9% |
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