+3,969.8%
PCAR vs MAR
+2,498.9%
+1,470.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | -0.5% | -4.2% | +3.6% | +1.6% |
| 30D | -6.2% | -6.7% | +0.4% | -2.9% |
| 3M | +5.9% | -12.5% | +18.4% | +12.8% |
| 6M | +0.4% | +0.6% | -0.2% | -0.6% |
| YTD | +14.8% | +9.1% | +5.7% | +8.6% |
| 1Y | +30.1% | +26.2% | +3.9% | +14.0% |
| 3Y | +66.7% | +68.2% | -1.5% | +24.8% |
| 5Y | +166.1% | +163.9% | +2.2% | +52.1% |
| 10Y | +353.7% | +420.6% | -66.9% | +52.5% |
| All | +3,969.8% | +2,498.9% | +1,470.8% | +376.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling