+33.5%
PCAR vs MSFU
+29.5%
+4.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.2% | +0.1% |
| 7D | +3.5% | +4.0% | -0.6% | +3.3% |
| 30D | -2.3% | -2.3% | 0.0% | -2.3% |
| 3M | -19.3% | +7.1% | -26.5% | -19.7% |
| 6M | -7.1% | +48.9% | -56.0% | -9.1% |
| YTD | -2.8% | +2.4% | -5.2% | -2.0% |
| 1Y | +9.3% | -8.1% | +17.4% | +11.6% |
| 3Y | +33.5% | +25.2% | +8.3% | +22.5% |
| All | +33.5% | +29.5% | +4.0% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling