+53.3%
DIA vs PCAR
+101.4%
-48.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +0.3% | -4.6% | +4.8% | +1.8% |
| 3M | -4.5% | -22.6% | +18.1% | +4.1% |
| 6M | +3.4% | -12.0% | +15.3% | +7.4% |
| YTD | +7.8% | -6.1% | +13.9% | +9.0% |
| 1Y | +10.7% | +6.3% | +4.4% | +6.9% |
| 3Y | +57.5% | +31.8% | +25.7% | +34.7% |
| All | +53.3% | +101.4% | -48.1% | +2.7% |
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 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