+237.1%
DIA vs PCAR
+290.1%
-53.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.5% |
| 7D | -1.6% | +2.2% | -3.8% | -2.6% |
| 30D | +1.3% | +0.3% | +1.0% | +1.1% |
| 3M | -2.1% | -17.9% | +15.9% | +6.5% |
| 6M | +6.2% | -3.4% | +9.6% | +7.0% |
| YTD | +10.3% | -0.1% | +10.4% | +8.8% |
| 1Y | +11.0% | +13.4% | -2.4% | +3.1% |
| 3Y | +60.4% | +37.2% | +23.2% | +31.0% |
| 5Y | +59.1% | +117.3% | -58.3% | +0.1% |
| 10Y | +237.1% | +295.0% | -57.9% | +57.7% |
| All | +237.1% | +290.1% | -53.1% | +57.7% |
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 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