+172.3%
PCAR vs MTB
+101.8%
+70.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.5% | +1.7% | -2.2% | -1.2% |
| 30D | -6.2% | -4.2% | -2.0% | -4.6% |
| 3M | +5.9% | +8.9% | -3.0% | +2.1% |
| 6M | +0.4% | +10.9% | -10.5% | -3.9% |
| YTD | +14.8% | +21.5% | -6.7% | +5.7% |
| 1Y | +30.1% | +21.9% | +8.2% | +19.5% |
| 3Y | +66.7% | +109.2% | -42.6% | +24.7% |
| All | +172.3% | +101.8% | +70.5% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling