+27.8%
PCAR vs MAR
+25.0%
+2.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.8% |
| 7D | 0.0% | -1.7% | +1.8% | +0.8% |
| 30D | -7.7% | -6.9% | -0.8% | -5.0% |
| 3M | +3.7% | -15.8% | +19.5% | +11.5% |
| 6M | +2.3% | +1.9% | +0.4% | +0.5% |
| YTD | +12.8% | +6.6% | +6.2% | +6.9% |
| 1Y | +27.8% | +23.7% | +4.1% | +10.8% |
| All | +27.8% | +25.0% | +2.7% | +10.8% |
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