+15.1%
DASH vs PCAR
-7.4%
+22.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.3% | +6.8% |
| 7D | +17.2% | +3.7% | +13.5% | +15.6% |
| 30D | +3.6% | -2.9% | +6.5% | +4.0% |
| 3M | -1.9% | -21.7% | +19.8% | +3.0% |
| 6M | +15.1% | -6.6% | +21.7% | +17.1% |
| All | +15.1% | -7.4% | +22.5% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling