+63.3%
MSFT vs PCAR
+118.9%
-55.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.8% |
| 7D | -6.2% | +2.2% | -8.4% | -6.7% |
| 30D | -3.7% | +0.3% | -4.0% | -3.8% |
| 3M | +3.6% | -17.9% | +21.6% | +8.1% |
| 6M | +26.8% | -3.4% | +30.2% | +26.8% |
| YTD | +8.4% | -0.1% | +8.5% | +6.4% |
| 1Y | +3.3% | +13.4% | -10.1% | -2.8% |
| 3Y | +44.3% | +37.2% | +7.1% | +20.1% |
| 5Y | +63.3% | +117.3% | -54.0% | +3.0% |
| All | +63.3% | +118.9% | -55.5% | +3.0% |
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