-3.9%
MCD vs PCAR
+12.4%
-16.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +5.9% |
| 7D | +11.9% | +3.7% | +8.2% | +11.3% |
| 30D | +20.2% | -2.9% | +23.2% | +20.5% |
| 3M | +5.2% | -21.7% | +26.9% | +7.4% |
| 6M | 0.0% | -6.6% | +6.7% | +0.5% |
| YTD | -6.5% | -2.2% | -4.3% | -8.9% |
| 1Y | -3.9% | +12.2% | -16.2% | -11.4% |
| All | -3.9% | +12.4% | -16.3% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling