+31.8%
PCAR vs MKC
-18.6%
+50.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.9% |
| 7D | +0.1% | +2.3% | -2.3% | -0.2% |
| 30D | -4.6% | +8.1% | -12.7% | -5.5% |
| 3M | -22.6% | -6.4% | -16.1% | -22.1% |
| 6M | -12.0% | +1.8% | -13.8% | -12.6% |
| YTD | -6.1% | -26.9% | +20.8% | -1.2% |
| 1Y | +6.3% | -21.7% | +28.0% | +10.1% |
| 3Y | +31.8% | -18.7% | +50.5% | +34.3% |
| All | +31.8% | -18.6% | +50.4% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling