+9.5%
PCAR vs MTB
+23.3%
-13.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.1% |
| 7D | +2.9% | -0.8% | +3.7% | +3.4% |
| 30D | -2.1% | +2.4% | -4.5% | -3.7% |
| 3M | -20.4% | -10.5% | -9.9% | -14.4% |
| 6M | -7.0% | +6.4% | -13.4% | -11.2% |
| YTD | -2.6% | +12.8% | -15.5% | -14.1% |
| All | +9.5% | +23.3% | -13.8% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling