+164.2%
PCAR vs MRSH
+19.1%
+145.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -1.6% | -5.9% | +4.4% | +0.4% |
| 30D | -7.3% | -7.3% | 0.0% | -5.0% |
| 3M | +7.8% | +6.7% | +1.1% | +5.0% |
| 6M | +3.6% | +3.0% | +0.6% | +1.6% |
| YTD | +12.9% | -2.9% | +15.8% | +13.0% |
| 1Y | +27.3% | -9.0% | +36.3% | +30.6% |
| 3Y | +61.9% | -4.3% | +66.2% | +59.2% |
| 5Y | +164.2% | +19.4% | +144.7% | +122.2% |
| All | +164.2% | +19.1% | +145.1% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling