+115.2%
PCAR vs MSCI
+6.7%
+108.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +4.9% | +3.0% | +1.9% | +4.4% |
| 30D | -1.4% | +17.8% | -19.2% | -4.4% |
| 3M | -18.1% | +15.2% | -33.3% | -20.3% |
| 6M | -4.0% | +16.5% | -20.5% | -7.2% |
| YTD | -1.5% | +16.4% | -17.8% | -5.1% |
| 1Y | +13.2% | +16.8% | -3.6% | +8.9% |
| 3Y | +35.8% | +35.8% | 0.0% | +23.6% |
| All | +115.2% | +6.7% | +108.6% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling