+13.4%
PCAR vs MSI
+37.5%
-24.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | +2.2% | +7.7% | -5.5% | +1.3% |
| 30D | +0.3% | +19.9% | -19.6% | -1.8% |
| 3M | -17.9% | +14.9% | -32.9% | -19.3% |
| 6M | -3.4% | +37.2% | -40.6% | -6.8% |
| YTD | -0.1% | +40.8% | -40.9% | -3.2% |
| 1Y | +13.4% | +38.1% | -24.7% | +14.0% |
| All | +13.4% | +37.5% | -24.1% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling