+37.2%
PCAR vs MAS
+67.0%
-29.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.6% | +1.5% |
| 7D | +3.7% | +14.2% | -10.5% | -2.4% |
| 30D | -2.9% | +26.8% | -29.7% | -12.9% |
| 3M | -21.7% | +13.1% | -34.8% | -26.2% |
| 6M | -6.6% | +27.9% | -34.6% | -17.5% |
| YTD | -2.2% | +38.7% | -40.9% | -18.5% |
| 1Y | +12.2% | +40.4% | -28.1% | -7.1% |
| All | +37.2% | +67.0% | -29.8% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling