+4,994.8%
PCAR vs MKSI
+1,824.5%
+3,170.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | +2.1% | +25.3% | -23.2% | -4.0% |
| 30D | -1.2% | -10.5% | +9.3% | +0.7% |
| 3M | -18.6% | -27.7% | +9.1% | -12.8% |
| 6M | -5.1% | -28.8% | +23.8% | -0.2% |
| YTD | -1.8% | +39.0% | -40.7% | -14.6% |
| 1Y | +10.6% | +45.2% | -34.6% | -5.2% |
| 3Y | +34.9% | +218.8% | -183.9% | -13.1% |
| 5Y | +114.0% | +38.1% | +75.9% | +65.2% |
| 10Y | +288.4% | +360.8% | -72.4% | +93.9% |
| All | +4,994.8% | +1,824.5% | +3,170.3% | +1,714.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling