-9.4%
DASH vs PCAR
+108.5%
-118.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.6% | -7.8% | -8.6% |
| 7D | +0.5% | +2.2% | -1.6% | -0.4% |
| 30D | -7.1% | -4.4% | -2.7% | -4.8% |
| 3M | -13.2% | -21.4% | +8.2% | -2.1% |
| 6M | +8.3% | -7.3% | +15.6% | +11.6% |
| YTD | -20.6% | -3.8% | -16.8% | -20.6% |
| 1Y | -24.4% | +6.3% | -30.7% | -28.6% |
| 3Y | +94.5% | +34.4% | +60.2% | +42.5% |
| 5Y | -9.4% | +109.2% | -118.7% | -56.7% |
| All | -9.4% | +108.5% | -118.0% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling