+287.1%
PCAR vs MSI
+664.3%
-377.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +4.9% | +3.2% | +1.7% | +3.7% |
| 30D | -1.4% | +17.6% | -19.0% | -7.3% |
| 3M | -18.1% | +14.5% | -32.7% | -22.3% |
| 6M | -4.0% | +34.3% | -38.3% | -14.6% |
| YTD | -1.5% | +39.7% | -41.2% | -14.5% |
| 1Y | +13.2% | +40.2% | -27.0% | -1.9% |
| 3Y | +35.8% | +77.1% | -41.4% | +5.3% |
| 5Y | +114.6% | +124.0% | -9.4% | +48.9% |
| All | +287.1% | +664.3% | -377.2% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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