+6,511.4%
MCD vs PCAR
+12,836.9%
-6,325.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +8.0% | +2.2% | +5.9% | +7.6% |
| 30D | +19.6% | -4.4% | +24.0% | +20.8% |
| 3M | +2.2% | -21.4% | +23.6% | +7.4% |
| 6M | -1.1% | -7.3% | +6.2% | +0.1% |
| YTD | -7.2% | -3.8% | -3.5% | -7.1% |
| 1Y | -6.7% | +6.3% | -13.0% | -8.5% |
| 3Y | +11.6% | +34.4% | -22.8% | +2.6% |
| 5Y | +22.6% | +109.2% | -86.6% | +1.8% |
| 10Y | +218.4% | +312.9% | -94.5% | +126.7% |
| All | +6,511.4% | +12,836.9% | -6,325.5% | +2,008.6% |
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