+53.3%
MSFT vs PCAR
+66.6%
-13.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +2.7% | -6.2% | +8.9% | +3.3% |
| 3M | +17.0% | +5.9% | +11.1% | +16.1% |
| 6M | +23.8% | +0.4% | +23.4% | +23.6% |
| YTD | +4.0% | +14.8% | -10.8% | +1.3% |
| 1Y | -0.8% | +30.1% | -30.9% | -6.0% |
| All | +53.3% | +66.6% | -13.2% | +29.1% |
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 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