+35.4%
PCAR vs MAR
+121.4%
-86.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | +2.1% | +1.8% | +0.3% | +1.2% |
| 30D | -1.2% | +14.3% | -15.5% | -7.8% |
| 3M | -18.6% | +20.0% | -38.6% | -25.9% |
| 6M | -5.1% | +21.7% | -26.8% | -14.8% |
| YTD | -1.8% | +37.7% | -39.5% | -18.3% |
| 1Y | +10.6% | +46.8% | -36.2% | -11.5% |
| All | +35.4% | +121.4% | -86.1% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling