+52.3%
MSFT vs PCAR
+31.0%
+21.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +0.2% | -4.6% | +4.7% | +0.5% |
| 3M | +6.4% | -22.6% | +28.9% | +8.6% |
| 6M | +28.7% | -12.0% | +40.7% | +29.8% |
| YTD | +10.4% | -6.1% | +16.5% | +9.6% |
| 1Y | +7.6% | +6.3% | +1.3% | +4.3% |
| 3Y | +52.3% | +31.8% | +20.5% | +35.9% |
| All | +52.3% | +31.0% | +21.3% | +35.9% |
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