+11.2%
MCD vs PCAR
+34.2%
-23.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +8.0% | +2.2% | +5.9% | +7.8% |
| 30D | +19.6% | -4.4% | +24.0% | +20.2% |
| 3M | +2.2% | -21.4% | +23.6% | +4.9% |
| 6M | -1.1% | -7.3% | +6.2% | -0.5% |
| YTD | -7.2% | -3.8% | -3.5% | -7.3% |
| 1Y | -6.7% | +6.3% | -13.0% | -8.0% |
| All | +11.2% | +34.2% | -23.1% | +1.3% |
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 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