+6.3%
PCAR vs MSCI
+14.2%
-7.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.3% |
| 7D | +0.1% | +2.8% | -2.8% | 0.0% |
| 30D | -4.6% | +15.4% | -20.0% | -4.8% |
| 3M | -22.6% | +13.4% | -36.0% | -22.8% |
| 6M | -12.0% | +10.9% | -22.9% | -12.5% |
| YTD | -6.1% | +13.0% | -19.1% | -7.6% |
| 1Y | +6.3% | +12.0% | -5.7% | +7.3% |
| All | +6.3% | +14.2% | -7.9% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling