-12.0%
PCAR vs MSFU
+52.8%
-64.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -2.4% |
| 7D | +0.1% | +2.5% | -2.4% | +0.2% |
| 30D | -4.6% | -1.3% | -3.3% | -4.6% |
| 3M | -22.6% | +8.6% | -31.2% | -22.3% |
| 6M | -12.0% | +48.4% | -60.4% | -9.9% |
| All | -12.0% | +52.8% | -64.8% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling