+5,626.0%
MS vs PCAR
+8,652.6%
-3,026.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +1.8% |
| 7D | +2.6% | +3.7% | -1.0% | +0.4% |
| 30D | +2.6% | -2.9% | +5.5% | +4.3% |
| 3M | -10.1% | -21.7% | +11.6% | +4.1% |
| 6M | +4.4% | -6.6% | +11.0% | +7.8% |
| YTD | +11.7% | -2.2% | +14.0% | +11.5% |
| 1Y | +20.9% | +12.2% | +8.7% | +10.5% |
| 3Y | +177.1% | +36.5% | +140.6% | +117.7% |
| 5Y | +127.7% | +113.5% | +14.2% | +33.5% |
| 10Y | +684.1% | +319.4% | +364.6% | +205.2% |
| All | +5,626.0% | +8,652.6% | -3,026.5% | +567.1% |
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