+35.4%
PCAR vs MKSI
+223.4%
-188.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.3% |
| 7D | +2.1% | +25.3% | -23.2% | -2.1% |
| 30D | -1.2% | -10.5% | +9.3% | +0.4% |
| 3M | -18.6% | -27.7% | +9.1% | -14.2% |
| 6M | -5.1% | -28.8% | +23.8% | -1.4% |
| YTD | -1.8% | +39.0% | -40.7% | -12.3% |
| 1Y | +10.6% | +45.2% | -34.6% | -2.3% |
| All | +35.4% | +223.4% | -188.0% | -7.7% |
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