+276.9%
PCAR vs MAR
+528.1%
-251.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.1% |
| 7D | +3.5% | +2.9% | +0.6% | +2.4% |
| 30D | -2.3% | +17.0% | -19.3% | -7.9% |
| 3M | -19.3% | +23.2% | -42.5% | -25.5% |
| 6M | -7.1% | +21.7% | -28.9% | -14.1% |
| YTD | -2.8% | +38.9% | -41.7% | -14.8% |
| 1Y | +9.3% | +48.7% | -39.4% | -6.6% |
| 3Y | +33.5% | +122.9% | -89.4% | -1.9% |
| 5Y | +112.6% | +177.5% | -64.8% | +42.5% |
| 10Y | +276.9% | +537.5% | -260.6% | +80.5% |
| All | +276.9% | +528.1% | -251.2% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling