+60.4%
PCAR vs MCO
+44.5%
+15.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | 0.0% | -2.7% | +2.8% | +0.9% |
| 30D | -7.7% | +0.9% | -8.7% | -8.1% |
| 3M | +3.7% | +8.7% | -5.0% | +0.6% |
| 6M | +2.3% | +2.4% | -0.1% | +1.0% |
| YTD | +12.8% | -5.2% | +18.0% | +14.3% |
| 1Y | +27.8% | -4.4% | +32.1% | +28.6% |
| All | +60.4% | +44.5% | +15.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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