+359.1%
PCAR vs MTB
+173.2%
+185.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | 0.0% | +2.8% | -2.7% | -1.1% |
| 30D | -7.7% | -4.2% | -3.5% | -6.1% |
| 3M | +3.7% | +7.8% | -4.1% | +0.5% |
| 6M | +2.3% | +14.8% | -12.5% | -3.4% |
| YTD | +12.8% | +20.8% | -8.0% | +4.1% |
| 1Y | +27.8% | +23.1% | +4.6% | +17.0% |
| 3Y | +61.8% | +114.8% | -53.0% | +17.0% |
| 5Y | +168.2% | +103.3% | +64.9% | +91.5% |
| 10Y | +359.1% | +173.0% | +186.1% | +160.0% |
| All | +359.1% | +173.2% | +185.9% | +160.0% |
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