+364.4%
PCAR vs MOD
+1,642.7%
-1,278.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.2% | -0.6% |
| 7D | -0.5% | +9.6% | -10.1% | -2.2% |
| 30D | -6.2% | 0.0% | -6.3% | -6.4% |
| 3M | +5.9% | -35.4% | +41.3% | +13.6% |
| 6M | +0.4% | -7.3% | +7.7% | -0.3% |
| YTD | +14.8% | +45.8% | -31.0% | +4.1% |
| 1Y | +30.1% | +43.1% | -13.0% | +17.1% |
| 3Y | +66.7% | +297.7% | -231.0% | +14.1% |
| 5Y | +166.1% | +1,478.8% | -1,312.6% | +32.2% |
| All | +364.4% | +1,642.7% | -1,278.3% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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