+14,800.7%
PCAR vs MRSH
+3,332.0%
+11,468.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.3% |
| 7D | 0.0% | -3.8% | +3.8% | +2.1% |
| 30D | -7.7% | -5.8% | -1.9% | -4.8% |
| 3M | +3.7% | +11.7% | -8.0% | -3.1% |
| 6M | +2.3% | -0.3% | +2.6% | +0.7% |
| YTD | +12.8% | -1.1% | +13.9% | +10.9% |
| 1Y | +27.8% | -9.5% | +37.2% | +31.0% |
| 3Y | +61.8% | -2.6% | +64.4% | +57.2% |
| 5Y | +168.2% | +22.7% | +145.5% | +126.7% |
| 10Y | +359.1% | +214.6% | +144.5% | +125.9% |
| All | +14,800.7% | +3,332.0% | +11,468.7% | +2,245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling