+31.8%
PCAR vs MDY
+50.6%
-18.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -3.0% |
| 7D | +0.1% | -1.7% | +1.7% | +1.5% |
| 30D | -4.6% | -0.9% | -3.6% | -3.9% |
| 3M | -22.6% | -5.7% | -16.8% | -18.3% |
| 6M | -12.0% | -2.9% | -9.0% | -9.5% |
| YTD | -6.1% | +9.8% | -15.9% | -13.5% |
| 1Y | +6.3% | +13.5% | -7.2% | -4.8% |
| 3Y | +31.8% | +51.9% | -20.1% | -3.6% |
| All | +31.8% | +50.6% | -18.8% | -3.6% |
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