+28.7%
PCAR vs MDY
+15.4%
+13.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.0% |
| 7D | 0.0% | +1.0% | -1.0% | -1.1% |
| 30D | -7.7% | -3.1% | -4.6% | -4.4% |
| 3M | +3.7% | +1.8% | +1.9% | +1.9% |
| 6M | +2.3% | +10.8% | -8.5% | -7.7% |
| YTD | +12.8% | +14.4% | -1.6% | -1.9% |
| All | +28.7% | +15.4% | +13.3% | +10.1% |
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