+287.1%
PCAR vs D
+48.0%
+239.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +4.9% | -1.4% | +6.3% | +5.3% |
| 30D | -1.4% | +7.7% | -9.2% | -3.5% |
| 3M | -18.1% | -0.3% | -17.8% | -18.1% |
| 6M | -4.0% | +10.1% | -14.1% | -6.8% |
| YTD | -1.5% | +19.1% | -20.5% | -6.6% |
| 1Y | +13.2% | +15.9% | -2.7% | +8.0% |
| 3Y | +35.8% | +75.0% | -39.2% | +13.5% |
| 5Y | +114.6% | +13.4% | +101.3% | +102.6% |
| All | +287.1% | +48.0% | +239.1% | +262.8% |
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