+249.2%
DIA vs PCAR
+355.9%
-106.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -1.5% | -6.2% | +4.7% | +1.2% |
| 3M | +3.8% | +5.9% | -2.1% | +0.7% |
| 6M | +10.3% | +0.4% | +9.9% | +9.2% |
| YTD | +12.1% | +14.8% | -2.7% | +4.2% |
| 1Y | +18.6% | +30.1% | -11.5% | +3.7% |
| 3Y | +60.6% | +66.7% | -6.0% | +20.1% |
| 5Y | +64.4% | +166.1% | -101.7% | -5.7% |
| All | +249.2% | +355.9% | -106.7% | +48.3% |
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