+172.3%
PCAR vs MKC
-33.7%
+206.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.3% |
| 7D | -0.5% | -5.9% | +5.4% | +0.5% |
| 30D | -6.2% | -0.9% | -5.4% | -6.2% |
| 3M | +5.9% | +12.7% | -6.8% | +3.1% |
| 6M | +0.4% | -19.3% | +19.7% | +4.8% |
| YTD | +14.8% | -22.2% | +37.0% | +20.5% |
| 1Y | +30.1% | -23.3% | +53.4% | +36.8% |
| 3Y | +66.7% | -30.0% | +96.6% | +77.9% |
| All | +172.3% | -33.7% | +206.0% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling