+6,288.2%
MS vs PCAR
+10,181.1%
-3,892.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | -0.5% | +1.9% | +1.7% |
| 30D | -0.3% | -6.2% | +6.0% | +3.7% |
| 3M | +0.3% | +5.9% | -5.6% | -3.7% |
| 6M | +31.3% | +0.4% | +30.9% | +29.7% |
| YTD | +24.7% | +14.8% | +9.8% | +13.0% |
| 1Y | +47.9% | +30.1% | +17.8% | +23.3% |
| 3Y | +178.3% | +66.7% | +111.7% | +93.6% |
| 5Y | +144.9% | +166.1% | -21.2% | +25.7% |
| 10Y | +804.5% | +353.7% | +450.9% | +236.0% |
| All | +6,288.2% | +10,181.1% | -3,892.9% | +576.1% |
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