+11.9%
PCAR vs MULL
+2,481.0%
-2,469.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -1.6% |
| 7D | 0.0% | +14.0% | -13.9% | -0.8% |
| 30D | -7.7% | +24.8% | -32.5% | -9.2% |
| 3M | +3.7% | -16.1% | +19.8% | +2.1% |
| 6M | +2.3% | +330.9% | -328.6% | -14.0% |
| YTD | +12.8% | +545.0% | -532.2% | -9.8% |
| 1Y | +27.8% | +2,427.1% | -2,399.4% | -12.8% |
| All | +11.9% | +2,481.0% | -2,469.1% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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