+108.7%
PCAR vs MSFU
+95.0%
+13.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.5% |
| 7D | +3.8% | +4.0% | -0.2% | +3.5% |
| 30D | -2.0% | -2.3% | +0.4% | -1.9% |
| 3M | -19.1% | +7.1% | -26.2% | -19.6% |
| 6M | -6.8% | +48.9% | -55.7% | -10.1% |
| YTD | -2.5% | +2.4% | -4.9% | -2.6% |
| 1Y | +9.7% | -8.1% | +17.7% | +10.9% |
| 3Y | +34.0% | +25.2% | +8.8% | +23.9% |
| All | +108.7% | +95.0% | +13.6% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling