+13.4%
PCAR vs MDY
+15.7%
-2.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.6% |
| 7D | +2.2% | +0.2% | +2.0% | +1.9% |
| 30D | +0.3% | +2.1% | -1.8% | -2.1% |
| 3M | -17.9% | -3.6% | -14.3% | -14.4% |
| 6M | -3.4% | +1.7% | -5.1% | -5.0% |
| YTD | -0.1% | +13.8% | -13.9% | -13.3% |
| 1Y | +13.4% | +15.5% | -2.1% | -3.4% |
| All | +13.4% | +15.7% | -2.3% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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