+362.4%
PCAR vs MRSH
+218.8%
+143.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -1.6% | -4.8% | +3.2% | +0.7% |
| 30D | -6.4% | -6.3% | 0.0% | -3.5% |
| 3M | +4.7% | +5.8% | -1.1% | +1.0% |
| 6M | +4.5% | +2.8% | +1.7% | +1.5% |
| YTD | +13.0% | -3.1% | +16.1% | +12.6% |
| 1Y | +23.6% | -11.3% | +34.8% | +28.5% |
| 3Y | +60.7% | -5.0% | +65.7% | +58.0% |
| 5Y | +164.5% | +19.2% | +145.3% | +123.3% |
| All | +362.4% | +218.8% | +143.6% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded MRSH 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling