+6.3%
PCAR vs MAS
+37.4%
-31.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.9% | -0.4% |
| 7D | +2.2% | +4.6% | -2.4% | +0.6% |
| 30D | -4.4% | +19.9% | -24.3% | -10.3% |
| 3M | -21.4% | +8.9% | -30.3% | -23.9% |
| 6M | -7.3% | +20.2% | -27.5% | -13.9% |
| YTD | -3.8% | +33.9% | -37.7% | -18.2% |
| 1Y | +6.3% | +34.7% | -28.4% | -10.6% |
| All | +6.3% | +37.4% | -31.1% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling