+364.4%
PCAR vs MAS
+137.9%
+226.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.7% |
| 7D | -0.5% | -0.8% | +0.2% | -0.2% |
| 30D | -6.2% | -5.6% | -0.7% | -3.8% |
| 3M | +5.9% | +4.4% | +1.4% | +2.8% |
| 6M | +0.4% | +7.2% | -6.8% | -4.4% |
| YTD | +14.8% | +16.1% | -1.3% | +4.5% |
| 1Y | +30.1% | +0.1% | +30.0% | +27.1% |
| 3Y | +66.7% | +28.3% | +38.3% | +41.8% |
| 5Y | +166.1% | +30.5% | +135.7% | +118.5% |
| All | +364.4% | +137.9% | +226.5% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling