+143,155.1%
MSFT vs PCAR
+12,836.9%
+130,318.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.0% |
| 7D | +1.1% | +2.2% | -1.1% | +0.4% |
| 30D | +1.3% | -4.4% | +5.7% | +2.8% |
| 3M | +10.2% | -21.4% | +31.6% | +19.8% |
| 6M | +30.8% | -7.3% | +38.1% | +33.1% |
| YTD | +11.5% | -3.8% | +15.3% | +11.0% |
| 1Y | +6.5% | +6.3% | +0.3% | +2.0% |
| 3Y | +55.5% | +34.4% | +21.1% | +32.9% |
| 5Y | +66.2% | +109.2% | -43.1% | +19.1% |
| 10Y | +928.0% | +312.9% | +615.1% | +460.0% |
| All | +143,155.1% | +12,836.9% | +130,318.3% | +20,233.1% |
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