+164.2%
PCAR vs MKSI
+81.7%
+82.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | -1.6% | +4.9% | -6.4% | -2.6% |
| 30D | -7.3% | -11.0% | +3.7% | -5.2% |
| 3M | +7.8% | -17.1% | +24.9% | +10.1% |
| 6M | +3.6% | +16.4% | -12.8% | -2.4% |
| YTD | +12.9% | +64.3% | -51.4% | -1.8% |
| 1Y | +27.3% | +137.7% | -110.4% | +0.9% |
| 3Y | +61.9% | +189.1% | -127.2% | +15.6% |
| 5Y | +164.2% | +83.1% | +81.0% | +103.6% |
| All | +164.2% | +81.7% | +82.5% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling