+42.8%
MMM vs PCAR
+114.3%
-71.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -0.8% | +4.9% | -5.7% | -3.0% |
| 30D | +11.7% | -1.4% | +13.1% | +12.4% |
| 3M | +1.0% | -18.1% | +19.1% | +10.1% |
| 6M | +26.0% | -4.0% | +30.1% | +27.7% |
| YTD | +16.3% | -1.5% | +17.8% | +16.0% |
| 1Y | +9.6% | +13.2% | -3.6% | +2.4% |
| 3Y | +157.3% | +35.8% | +121.5% | +111.2% |
| All | +42.8% | +114.3% | -71.5% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling