+13,824.2%
MA vs PCAR
+996.4%
+12,827.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +20.4% | +5.9% | +14.5% | +16.1% |
| 6M | +11.1% | +0.4% | +10.7% | +9.3% |
| YTD | +2.0% | +14.8% | -12.9% | -6.7% |
| 1Y | -2.2% | +30.1% | -32.3% | -16.5% |
| 3Y | +41.9% | +66.7% | -24.8% | +2.7% |
| 5Y | +75.4% | +166.1% | -90.8% | -2.3% |
| 10Y | +527.5% | +353.7% | +173.9% | +155.9% |
| All | +13,824.2% | +996.4% | +12,827.8% | +3,554.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling