+367.3%
PCAR vs MAR
+423.9%
-56.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -4.2% | +3.6% | +1.1% |
| 30D | -6.2% | -6.7% | +0.4% | -3.8% |
| 3M | +5.9% | -12.5% | +18.4% | +11.0% |
| 6M | +0.4% | +0.6% | -0.2% | -0.2% |
| YTD | +14.8% | +9.1% | +5.7% | +10.3% |
| 1Y | +30.1% | +26.2% | +3.9% | +18.2% |
| 3Y | +66.7% | +68.2% | -1.5% | +36.1% |
| 5Y | +166.1% | +163.9% | +2.2% | +83.0% |
| All | +367.3% | +423.9% | -56.6% | +139.0% |
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