+172.3%
PCAR vs MSI
+103.4%
+68.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | -0.5% | -3.7% | +3.2% | +0.7% |
| 30D | -6.2% | +6.8% | -13.1% | -8.6% |
| 3M | +5.9% | +14.3% | -8.4% | +0.7% |
| 6M | +0.4% | -1.6% | +2.0% | +0.4% |
| YTD | +14.8% | +22.8% | -8.0% | +5.2% |
| 1Y | +30.1% | -1.1% | +31.2% | +29.7% |
| 3Y | +66.7% | +70.5% | -3.8% | +29.8% |
| All | +172.3% | +103.4% | +68.9% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling