+293.0%
PCAR vs MAR
+540.7%
-247.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | -2.1% | +14.0% | -16.2% | -6.9% |
| 3M | -20.4% | +18.1% | -38.5% | -25.3% |
| 6M | -7.0% | +18.6% | -25.6% | -13.1% |
| YTD | -2.6% | +35.3% | -37.9% | -13.8% |
| 1Y | +9.8% | +44.5% | -34.7% | -5.2% |
| 3Y | +37.3% | +120.7% | -83.5% | +1.4% |
| 5Y | +116.4% | +164.1% | -47.6% | +47.6% |
| 10Y | +293.0% | +515.5% | -222.5% | +98.7% |
| All | +293.0% | +540.7% | -247.8% | +98.7% |
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