+105.9%
PCAR vs MSFU
+97.0%
+8.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | -1.1% |
| 7D | +2.2% | +1.0% | +1.1% | +2.0% |
| 30D | -4.4% | +0.6% | -5.0% | -4.6% |
| 3M | -21.4% | +16.4% | -37.8% | -22.4% |
| 6M | -7.3% | +53.0% | -60.3% | -10.8% |
| YTD | -3.8% | +3.5% | -7.3% | -4.0% |
| 1Y | +6.3% | -7.8% | +14.1% | +7.5% |
| 3Y | +34.4% | +35.6% | -1.2% | +23.0% |
| All | +105.9% | +97.0% | +8.9% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling