+278.2%
PCAR vs MSI
+670.3%
-392.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.8% | +7.4% | -3.6% | +1.0% |
| 30D | -2.0% | +18.7% | -20.7% | -8.1% |
| 3M | -19.1% | +14.5% | -33.5% | -23.2% |
| 6M | -6.8% | +38.1% | -44.9% | -18.0% |
| YTD | -2.5% | +38.7% | -41.2% | -15.1% |
| 1Y | +9.7% | +35.4% | -25.8% | -3.7% |
| 3Y | +34.0% | +75.1% | -41.1% | +4.4% |
| 5Y | +113.3% | +126.4% | -13.0% | +47.4% |
| 10Y | +278.2% | +671.4% | -393.2% | +66.8% |
| All | +278.2% | +670.3% | -392.1% | +66.8% |
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