-6.8%
PCAR vs MULL
+968.6%
-975.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.1% | -11.5% | -2.9% |
| 7D | +0.1% | -42.7% | +42.8% | +2.6% |
| 30D | -4.6% | -63.8% | +59.2% | +0.2% |
| 3M | -22.6% | -49.0% | +26.5% | -20.9% |
| 6M | -12.0% | -38.2% | +26.2% | -15.2% |
| YTD | -6.1% | +167.0% | -173.1% | -22.0% |
| 1Y | +6.3% | +247.7% | -241.4% | -14.7% |
| All | -6.8% | +968.6% | -975.4% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling