+293.0%
PCAR vs MSCI
+799.4%
-506.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.5% |
| 7D | +2.9% | +1.5% | +1.5% | +2.6% |
| 30D | -2.1% | +14.4% | -16.5% | -5.5% |
| 3M | -20.4% | +15.2% | -35.6% | -23.3% |
| 6M | -7.0% | +11.2% | -18.2% | -10.1% |
| YTD | -2.6% | +13.9% | -16.6% | -7.1% |
| 1Y | +9.8% | +12.5% | -2.7% | +5.1% |
| 3Y | +37.3% | +32.3% | +5.0% | +22.4% |
| 5Y | +116.4% | +4.9% | +111.6% | +101.2% |
| 10Y | +293.0% | +779.7% | -486.7% | +69.7% |
| All | +293.0% | +799.4% | -506.4% | +69.7% |
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