+67.6%
PCAR vs MDY
+51.5%
+16.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | 0.0% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -6.2% | -1.5% | -4.7% | -4.9% |
| 3M | +5.9% | +0.8% | +5.1% | +5.3% |
| 6M | +0.4% | +7.4% | -7.0% | -5.7% |
| YTD | +14.8% | +15.2% | -0.4% | +1.4% |
| 1Y | +30.1% | +16.5% | +13.6% | +13.8% |
| All | +67.6% | +51.5% | +16.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling