+285.9%
PCAR vs D
+47.7%
+238.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +2.1% | -3.1% | +5.1% | +3.0% |
| 30D | -1.2% | +8.4% | -9.6% | -3.5% |
| 3M | -18.6% | +0.2% | -18.8% | -18.7% |
| 6M | -5.1% | +9.5% | -14.5% | -7.7% |
| YTD | -1.8% | +18.8% | -20.6% | -6.8% |
| 1Y | +10.6% | +14.7% | -4.1% | +5.9% |
| 3Y | +34.9% | +72.9% | -38.0% | +13.1% |
| 5Y | +114.0% | +13.1% | +100.8% | +102.1% |
| All | +285.9% | +47.7% | +238.2% | +261.9% |
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