+294.0%
PCAR vs D
+42.6%
+251.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | +0.1% | +3.0% | -2.9% | -0.7% |
| 30D | -4.6% | +11.5% | -16.1% | -7.4% |
| 3M | -22.6% | +3.7% | -26.3% | -23.4% |
| 6M | -12.0% | +13.5% | -25.5% | -15.3% |
| YTD | -6.1% | +20.7% | -26.8% | -11.2% |
| 1Y | +6.3% | +18.2% | -11.9% | +1.0% |
| 3Y | +31.8% | +73.3% | -41.5% | +10.9% |
| 5Y | +104.2% | +12.3% | +91.9% | +93.6% |
| All | +294.0% | +42.6% | +251.4% | +271.8% |
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