+1,072.7%
PCAR vs MKTX
+1,446.2%
-373.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -6.2% | +1.1% | -7.3% | -6.5% |
| 3M | +5.9% | +36.1% | -30.2% | -3.8% |
| 6M | +0.4% | -12.9% | +13.3% | +2.4% |
| YTD | +14.8% | -8.5% | +23.3% | +15.3% |
| 1Y | +30.1% | -7.5% | +37.7% | +29.9% |
| 3Y | +66.7% | -28.3% | +95.0% | +72.3% |
| 5Y | +166.1% | -63.3% | +229.4% | +222.0% |
| 10Y | +353.7% | +4.5% | +349.2% | +268.9% |
| All | +1,072.7% | +1,446.2% | -373.6% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling