+293.0%
PCAR vs MTB
+136.2%
+156.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.7% |
| 7D | +2.9% | -0.8% | +3.7% | +3.3% |
| 30D | -2.1% | +2.4% | -4.5% | -3.1% |
| 3M | -20.4% | -10.5% | -9.9% | -16.6% |
| 6M | -7.0% | +6.4% | -13.4% | -9.4% |
| YTD | -2.6% | +12.8% | -15.5% | -7.5% |
| 1Y | +9.8% | +23.3% | -13.5% | +0.6% |
| 3Y | +37.3% | +108.2% | -71.0% | +1.1% |
| 5Y | +116.4% | +68.6% | +47.9% | +67.9% |
| 10Y | +293.0% | +125.3% | +167.7% | +159.5% |
| All | +293.0% | +136.2% | +156.8% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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