+113.3%
PCAR vs MOS
-30.3%
+143.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +3.8% | +24.8% | -21.0% | 0.0% |
| 30D | -2.0% | +22.7% | -24.6% | -5.4% |
| 3M | -19.1% | -1.2% | -17.9% | -19.3% |
| 6M | -6.8% | +5.5% | -12.3% | -8.4% |
| YTD | -2.5% | -2.0% | -0.5% | -3.6% |
| 1Y | +9.7% | -7.9% | +17.6% | +9.2% |
| 3Y | +34.0% | -25.0% | +58.9% | +35.1% |
| 5Y | +113.3% | -27.7% | +141.1% | +95.4% |
| All | +113.3% | -30.3% | +143.6% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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