+163.9%
PCAR vs MDY
+45.8%
+118.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.4% |
| 7D | -0.2% | -0.8% | +0.6% | +0.5% |
| 30D | -6.9% | -3.9% | -3.0% | -3.7% |
| 3M | +2.1% | 0.0% | +2.1% | +2.3% |
| 6M | +1.6% | +8.5% | -7.0% | -4.7% |
| YTD | +12.2% | +13.2% | -1.0% | +1.7% |
| 1Y | +28.0% | +15.0% | +13.0% | +14.7% |
| 3Y | +61.0% | +49.6% | +11.4% | +17.8% |
| 5Y | +163.9% | +46.0% | +117.9% | +92.2% |
| All | +163.9% | +45.8% | +118.1% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling