+102.1%
DASH vs PCAR
+34.2%
+67.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.6% | -7.8% | -8.9% |
| 7D | +0.5% | +2.2% | -1.6% | 0.0% |
| 30D | -7.1% | -4.4% | -2.7% | -5.7% |
| 3M | -13.2% | -21.4% | +8.2% | -6.7% |
| 6M | +8.3% | -7.3% | +15.6% | +10.5% |
| YTD | -20.6% | -3.8% | -16.8% | -20.3% |
| 1Y | -24.4% | +6.3% | -30.7% | -26.7% |
| All | +102.1% | +34.2% | +67.8% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling