+511.1%
PCAR vs MSCI
+3,169.6%
-2,658.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.2% | -0.5% |
| 7D | +2.2% | +6.0% | -3.9% | -0.2% |
| 30D | -4.4% | +18.2% | -22.6% | -10.6% |
| 3M | -21.4% | +15.1% | -36.5% | -25.9% |
| 6M | -7.3% | +13.7% | -21.1% | -13.0% |
| YTD | -3.8% | +15.6% | -19.4% | -11.1% |
| 1Y | +6.3% | +16.3% | -10.0% | -2.1% |
| 3Y | +34.4% | +36.9% | -2.5% | +11.3% |
| 5Y | +109.2% | +6.3% | +102.9% | +84.7% |
| 10Y | +312.9% | +823.0% | -510.1% | +18.1% |
| All | +511.1% | +3,169.6% | -2,658.6% | -17.8% |
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