+37.3%
PCAR vs MSCI
+32.0%
+5.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.6% |
| 7D | +2.9% | +1.5% | +1.5% | +2.8% |
| 30D | -2.1% | +14.4% | -16.5% | -3.3% |
| 3M | -20.4% | +15.2% | -35.6% | -21.4% |
| 6M | -7.0% | +11.2% | -18.2% | -8.2% |
| YTD | -2.6% | +13.9% | -16.6% | -4.4% |
| 1Y | +9.8% | +12.5% | -2.7% | +8.0% |
| 3Y | +37.3% | +32.3% | +5.0% | +29.0% |
| All | +37.3% | +32.0% | +5.2% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling