+59.6%
PCAR vs MKSI
+191.6%
-132.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -0.2% | +6.6% | -6.8% | -1.5% |
| 30D | -6.9% | -8.2% | +1.3% | -5.4% |
| 3M | +2.1% | -16.4% | +18.5% | +4.1% |
| 6M | +1.6% | +23.0% | -21.4% | -5.4% |
| YTD | +12.2% | +68.2% | -56.0% | -2.8% |
| 1Y | +28.0% | +148.6% | -120.5% | +0.6% |
| All | +59.6% | +191.6% | -132.0% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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