+60.5%
PCAR vs MRSH
-4.7%
+65.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.6% | -5.9% | +4.4% | -0.7% |
| 30D | -7.3% | -7.3% | 0.0% | -6.3% |
| 3M | +7.8% | +6.7% | +1.1% | +6.6% |
| 6M | +3.6% | +3.0% | +0.6% | +2.8% |
| YTD | +12.9% | -2.9% | +15.8% | +13.6% |
| 1Y | +27.3% | -9.0% | +36.3% | +30.1% |
| All | +60.5% | -4.7% | +65.2% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling