+12,574.4%
PCAR vs MCO
+7,698.6%
+4,875.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.1% |
| 7D | -0.5% | -4.2% | +3.6% | +1.4% |
| 30D | -6.2% | +2.2% | -8.4% | -7.2% |
| 3M | +5.9% | +10.1% | -4.2% | +0.9% |
| 6M | +0.4% | +5.3% | -4.9% | -2.8% |
| YTD | +14.8% | -2.7% | +17.6% | +14.1% |
| 1Y | +30.1% | -0.4% | +30.5% | +27.5% |
| 3Y | +66.7% | +49.0% | +17.6% | +34.5% |
| 5Y | +166.1% | +33.6% | +132.5% | +119.0% |
| 10Y | +353.7% | +395.3% | -41.7% | +94.2% |
| All | +12,574.4% | +7,698.6% | +4,875.7% | +1,351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling