+163.9%
PCAR vs MKTX
-61.3%
+225.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -6.9% | +1.0% | -7.8% | -7.0% |
| 3M | +2.1% | +40.8% | -38.7% | -1.9% |
| 6M | +1.6% | -10.9% | +12.5% | +3.2% |
| YTD | +12.2% | -8.6% | +20.8% | +13.5% |
| 1Y | +28.0% | -11.6% | +39.6% | +30.0% |
| 3Y | +61.0% | -24.5% | +85.5% | +63.5% |
| 5Y | +163.9% | -60.7% | +224.6% | +193.9% |
| All | +163.9% | -61.3% | +225.2% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling