+5,855.2%
PCAR vs MKSI
+2,161.7%
+3,693.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -1.0% |
| 7D | -0.5% | +1.8% | -2.3% | -1.0% |
| 30D | -6.2% | -16.8% | +10.6% | -1.9% |
| 3M | +5.9% | -21.1% | +27.0% | +10.2% |
| 6M | +0.4% | +10.8% | -10.4% | -5.3% |
| YTD | +14.8% | +63.3% | -48.5% | -2.9% |
| 1Y | +30.1% | +157.0% | -126.9% | -3.9% |
| 3Y | +66.6% | +163.7% | -97.1% | +14.7% |
| 5Y | +166.1% | +82.0% | +84.2% | +93.4% |
| 10Y | +353.7% | +467.2% | -113.5% | +117.3% |
| All | +5,855.2% | +2,161.7% | +3,693.5% | +1,963.3% |
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