+12,304.7%
PCAR vs MKC
+3,165.5%
+9,139.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -1.3% |
| 7D | +0.1% | +2.3% | -2.3% | -0.7% |
| 30D | -4.6% | +8.1% | -12.7% | -7.2% |
| 3M | -22.6% | -6.4% | -16.1% | -21.1% |
| 6M | -12.0% | +1.8% | -13.8% | -13.4% |
| YTD | -6.1% | -26.9% | +20.8% | +2.7% |
| 1Y | +6.3% | -21.7% | +28.0% | +13.4% |
| 3Y | +31.8% | -18.7% | +50.5% | +36.2% |
| 5Y | +104.2% | -32.8% | +137.0% | +121.5% |
| 10Y | +302.9% | +27.0% | +276.0% | +230.2% |
| All | +12,304.7% | +3,165.5% | +9,139.2% | +3,681.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling