+906.3%
PCAR vs MKTX
+1,471.0%
-564.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -1.4% | +0.9% | -2.3% | -1.7% |
| 3M | -18.1% | +2.6% | -20.7% | -18.7% |
| 6M | -4.0% | +20.4% | -24.4% | -10.0% |
| YTD | -1.5% | -7.1% | +5.6% | -1.4% |
| 1Y | +13.2% | -2.8% | +15.9% | +11.7% |
| 3Y | +35.8% | -21.7% | +57.5% | +37.6% |
| 5Y | +114.6% | -54.5% | +169.1% | +144.5% |
| 10Y | +289.6% | +13.0% | +276.6% | +209.6% |
| All | +906.3% | +1,471.0% | -564.7% | +171.6% |
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