+285.9%
PCAR vs MSI
+663.2%
-377.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | +2.1% | +2.6% | -0.5% | +1.1% |
| 30D | -1.2% | +18.1% | -19.3% | -7.2% |
| 3M | -18.6% | +13.2% | -31.8% | -22.5% |
| 6M | -5.1% | +36.3% | -41.3% | -16.0% |
| YTD | -1.8% | +39.5% | -41.3% | -14.7% |
| 1Y | +10.6% | +36.9% | -26.2% | -3.2% |
| 3Y | +34.9% | +76.1% | -41.2% | +4.9% |
| 5Y | +114.0% | +123.7% | -9.7% | +48.5% |
| All | +285.9% | +663.2% | -377.3% | +68.7% |
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