+7.7%
DIS vs PCAR
+9.2%
-1.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +4.4% | +3.5% | +0.9% | +3.5% |
| 30D | +10.3% | -2.3% | +12.6% | +10.8% |
| 3M | +15.5% | -19.3% | +34.9% | +21.1% |
| 6M | +11.2% | -7.1% | +18.3% | +11.5% |
| YTD | +5.6% | -2.8% | +8.4% | +4.8% |
| 1Y | +7.7% | +9.3% | -1.5% | +1.6% |
| All | +7.7% | +9.2% | -1.4% | +1.6% |
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