+361.8%
PCAR vs MKC
+29.3%
+332.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -1.6% | -2.8% | +1.3% | -0.9% |
| 30D | -7.3% | -3.4% | -3.9% | -6.6% |
| 3M | +7.8% | +3.8% | +4.0% | +6.4% |
| 6M | +3.6% | -17.9% | +21.5% | +8.1% |
| YTD | +12.9% | -23.6% | +36.5% | +19.7% |
| 1Y | +27.3% | -23.1% | +50.4% | +34.5% |
| 3Y | +61.9% | -31.5% | +93.4% | +74.6% |
| 5Y | +164.2% | -33.1% | +197.2% | +182.5% |
| All | +361.8% | +29.3% | +332.5% | +329.3% |
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