+11.8%
DIA vs PCAR
+11.3%
+0.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.1% | +4.9% | -2.8% | +0.8% |
| 30D | +1.5% | -1.4% | +2.9% | +1.7% |
| 3M | -2.4% | -18.1% | +15.7% | +2.5% |
| 6M | +6.0% | -4.0% | +10.0% | +6.6% |
| YTD | +10.1% | -1.5% | +11.5% | +9.5% |
| 1Y | +11.8% | +13.2% | -1.4% | +8.1% |
| All | +11.8% | +11.3% | +0.5% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling