+59.1%
DIA vs PCAR
+118.9%
-59.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.3% |
| 7D | -1.6% | +2.2% | -3.8% | -2.4% |
| 30D | +1.3% | +0.3% | +1.0% | +1.1% |
| 3M | -2.1% | -17.9% | +15.9% | +4.6% |
| 6M | +6.2% | -3.4% | +9.6% | +6.9% |
| YTD | +10.3% | -0.1% | +10.4% | +9.2% |
| 1Y | +11.0% | +13.4% | -2.4% | +4.8% |
| 3Y | +60.4% | +37.2% | +23.2% | +35.4% |
| 5Y | +59.1% | +117.3% | -58.3% | +4.5% |
| All | +59.1% | +118.9% | -59.8% | +4.5% |
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