+285.9%
PCAR vs MAR
+531.5%
-245.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | +2.1% | +1.8% | +0.3% | +1.4% |
| 30D | -1.2% | +14.3% | -15.5% | -6.1% |
| 3M | -18.6% | +20.0% | -38.6% | -24.1% |
| 6M | -5.1% | +21.7% | -26.8% | -12.2% |
| YTD | -1.8% | +37.7% | -39.5% | -13.6% |
| 1Y | +10.6% | +46.8% | -36.2% | -5.0% |
| 3Y | +34.9% | +121.0% | -86.1% | -0.6% |
| 5Y | +114.0% | +183.1% | -69.1% | +42.4% |
| All | +285.9% | +531.5% | -245.6% | +74.0% |
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