+13.2%
PCAR vs MAR
+47.1%
-33.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +4.9% | +1.6% | +3.3% | +4.3% |
| 30D | -1.4% | +13.8% | -15.2% | -6.2% |
| 3M | -18.1% | +20.3% | -38.4% | -23.7% |
| 6M | -4.0% | +21.3% | -25.3% | -11.3% |
| YTD | -1.5% | +37.2% | -38.7% | -14.8% |
| 1Y | +13.2% | +48.4% | -35.3% | -6.4% |
| All | +13.2% | +47.1% | -33.9% | -6.4% |
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