-5.2%
DASH vs PCAR
+116.8%
-122.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.5% |
| 30D | -6.0% | -4.6% | -1.5% | -3.8% |
| 3M | -15.8% | -22.6% | +6.8% | -4.7% |
| 6M | +7.0% | -12.0% | +18.9% | +12.9% |
| YTD | -20.7% | -6.1% | -14.6% | -19.7% |
| 1Y | -8.5% | +6.3% | -14.9% | -13.6% |
| 3Y | +101.8% | +31.8% | +70.0% | +56.6% |
| 5Y | -9.6% | +104.2% | -113.7% | -49.0% |
| All | -5.2% | +116.8% | -122.0% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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