+629.2%
PCAR vs MSCI
+2,756.4%
-2,127.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -6.2% | +0.6% | -6.8% | -6.5% |
| 3M | +5.9% | -7.1% | +13.0% | +8.1% |
| 6M | +0.4% | +0.8% | -0.4% | -1.3% |
| YTD | +14.8% | +1.0% | +13.8% | +12.1% |
| 1Y | +30.1% | +4.3% | +25.8% | +24.6% |
| 3Y | +66.7% | +9.9% | +56.7% | +51.0% |
| 5Y | +166.1% | -6.8% | +172.9% | +147.0% |
| 10Y | +353.7% | +614.7% | -261.0% | +45.4% |
| All | +629.2% | +2,756.4% | -2,127.2% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling