+9.3%
PCAR vs MAR
+47.8%
-38.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.2% |
| 7D | +3.5% | +2.9% | +0.6% | +2.4% |
| 30D | -2.3% | +17.0% | -19.3% | -8.0% |
| 3M | -19.3% | +23.2% | -42.5% | -25.6% |
| 6M | -7.1% | +21.7% | -28.9% | -14.3% |
| YTD | -2.8% | +38.9% | -41.7% | -16.6% |
| 1Y | +9.3% | +48.7% | -39.4% | -9.9% |
| All | +9.3% | +47.8% | -38.5% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling