+364.4%
PCAR vs MSCI
+610.9%
-246.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -6.2% | +0.6% | -6.8% | -6.4% |
| 3M | +5.9% | -7.1% | +13.0% | +7.4% |
| 6M | +0.4% | +0.8% | -0.4% | -0.7% |
| YTD | +14.8% | +1.0% | +13.8% | +13.1% |
| 1Y | +30.1% | +4.3% | +25.8% | +26.5% |
| 3Y | +66.7% | +9.9% | +56.7% | +56.3% |
| 5Y | +166.1% | -6.8% | +172.9% | +154.5% |
| All | +364.4% | +610.9% | -246.4% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling