+12,304.7%
PCAR vs MSI
+4,457.4%
+7,847.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +0.1% | +4.7% | -4.6% | -1.4% |
| 30D | -4.6% | +14.8% | -19.3% | -8.6% |
| 3M | -22.6% | +8.8% | -31.4% | -24.7% |
| 6M | -12.0% | +19.3% | -31.3% | -17.2% |
| YTD | -6.1% | +35.3% | -41.4% | -15.2% |
| 1Y | +6.3% | +33.8% | -27.4% | -3.7% |
| 3Y | +31.8% | +74.4% | -42.6% | +9.1% |
| 5Y | +104.2% | +120.5% | -16.3% | +56.0% |
| 10Y | +302.9% | +685.2% | -382.3% | +105.0% |
| All | +12,304.7% | +4,457.4% | +7,847.3% | +2,908.4% |
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