+12,611.2%
PCAR vs MSI
+4,479.6%
+8,131.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -2.8% |
| 7D | +2.2% | +5.1% | -2.9% | +0.6% |
| 30D | -4.4% | +13.3% | -17.7% | -8.1% |
| 3M | -21.4% | +18.3% | -39.7% | -25.6% |
| 6M | -7.3% | +18.7% | -26.0% | -12.7% |
| YTD | -3.8% | +36.0% | -39.8% | -13.3% |
| 1Y | +6.3% | +32.6% | -26.3% | -3.5% |
| 3Y | +34.4% | +78.3% | -43.9% | +10.5% |
| 5Y | +109.2% | +121.6% | -12.4% | +59.6% |
| 10Y | +312.9% | +689.0% | -376.1% | +109.8% |
| All | +12,611.2% | +4,479.6% | +8,131.7% | +2,978.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling