+15,068.3%
PCAR vs MAS
+1,430.5%
+13,637.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.6% |
| 7D | -0.5% | -0.8% | +0.2% | -0.2% |
| 30D | -6.2% | -5.6% | -0.7% | -4.0% |
| 3M | +5.9% | +4.4% | +1.4% | +3.2% |
| 6M | +0.4% | +7.2% | -6.8% | -3.9% |
| YTD | +14.8% | +16.1% | -1.3% | +5.8% |
| 1Y | +30.1% | +0.1% | +30.0% | +27.6% |
| 3Y | +66.7% | +28.3% | +38.3% | +44.8% |
| 5Y | +166.1% | +30.5% | +135.7% | +124.0% |
| 10Y | +353.7% | +139.1% | +214.5% | +184.6% |
| All | +15,068.3% | +1,430.5% | +13,637.8% | +3,997.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling