+10.5%
MCD vs PCAR
+31.0%
-20.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +7.1% | +0.1% | +7.1% | +7.1% |
| 30D | +19.8% | -4.6% | +24.3% | +20.5% |
| 3M | +0.8% | -22.6% | +23.4% | +3.7% |
| 6M | -1.3% | -12.0% | +10.7% | 0.0% |
| YTD | -7.8% | -6.1% | -1.7% | -7.5% |
| 1Y | -5.0% | +6.3% | -11.3% | -6.3% |
| 3Y | +10.5% | +31.8% | -21.2% | +1.0% |
| All | +10.5% | +31.0% | -20.5% | +1.0% |
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