+1,086.5%
DIA vs PCAR
+4,074.4%
-2,987.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -2.0% | -3.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.4% |
| 30D | 0.0% | -4.4% | +4.4% | +1.6% |
| 3M | -4.9% | -21.4% | +16.5% | +3.6% |
| 6M | +5.0% | -7.3% | +12.4% | +7.4% |
| YTD | +8.2% | -3.8% | +12.0% | +8.7% |
| 1Y | +10.3% | +6.3% | +4.0% | +6.7% |
| 3Y | +58.4% | +34.4% | +24.0% | +37.6% |
| 5Y | +54.3% | +109.2% | -54.9% | +12.5% |
| 10Y | +248.6% | +312.9% | -64.3% | +95.6% |
| All | +1,086.5% | +4,074.4% | -2,987.9% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling