+361.8%
PCAR vs MKTX
+5.1%
+356.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -7.3% | +0.8% | -8.1% | -7.4% |
| 3M | +7.8% | +41.1% | -33.3% | +2.5% |
| 6M | +3.6% | -9.5% | +13.1% | +4.7% |
| YTD | +12.9% | -8.7% | +21.5% | +13.8% |
| 1Y | +27.3% | -10.0% | +37.3% | +28.4% |
| 3Y | +61.9% | -24.6% | +86.5% | +64.6% |
| 5Y | +164.2% | -60.3% | +224.4% | +192.2% |
| All | +361.8% | +5.1% | +356.7% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling