+15,068.3%
PCAR vs MTB
+8,294.1%
+6,774.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.5% | +1.7% | -2.2% | -1.3% |
| 30D | -6.2% | -4.2% | -2.0% | -4.3% |
| 3M | +5.9% | +8.9% | -3.0% | +1.5% |
| 6M | +0.4% | +10.9% | -10.5% | -4.6% |
| YTD | +14.8% | +21.5% | -6.7% | +4.1% |
| 1Y | +30.1% | +21.9% | +8.2% | +17.7% |
| 3Y | +66.7% | +109.2% | -42.6% | +13.4% |
| 5Y | +166.1% | +102.0% | +64.2% | +75.8% |
| 10Y | +353.7% | +171.9% | +181.7% | +131.1% |
| All | +15,068.3% | +8,294.1% | +6,774.2% | +1,943.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling