+364.4%
PCAR vs D
+35.0%
+329.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | -6.2% | -2.6% | -3.6% | -5.6% |
| 3M | +5.9% | 0.0% | +5.9% | +5.8% |
| 6M | +0.4% | +7.4% | -7.0% | -1.8% |
| YTD | +14.8% | +15.9% | -1.0% | +9.9% |
| 1Y | +30.1% | +18.1% | +12.0% | +23.6% |
| 3Y | +66.7% | +58.4% | +8.3% | +43.7% |
| 5Y | +166.1% | +5.2% | +160.9% | +157.1% |
| All | +364.4% | +35.0% | +329.4% | +335.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling