+287.1%
PCAR vs MKC
+25.8%
+261.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +4.9% | -3.0% | +7.9% | +5.7% |
| 30D | -1.4% | +4.8% | -6.2% | -2.6% |
| 3M | -18.1% | -12.8% | -5.3% | -15.6% |
| 6M | -4.0% | +5.0% | -9.0% | -5.9% |
| YTD | -1.5% | -29.1% | +27.6% | +6.3% |
| 1Y | +13.2% | -26.4% | +39.6% | +20.8% |
| 3Y | +35.8% | -21.6% | +57.4% | +40.6% |
| 5Y | +114.6% | -35.2% | +149.9% | +130.6% |
| All | +287.1% | +25.8% | +261.3% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling