+293.0%
PCAR vs DAR
+288.2%
+4.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.5% |
| 7D | +2.9% | -2.8% | +5.7% | +3.6% |
| 30D | -2.1% | -12.8% | +10.7% | +1.0% |
| 3M | -20.4% | -11.6% | -8.8% | -18.4% |
| 6M | -7.0% | -16.8% | +9.8% | -3.5% |
| YTD | -2.6% | +45.9% | -48.6% | -13.0% |
| 1Y | +9.8% | +61.5% | -51.7% | -4.7% |
| 3Y | +37.3% | +23.0% | +14.3% | +22.5% |
| 5Y | +116.4% | -35.8% | +152.3% | +124.9% |
| 10Y | +293.0% | +280.4% | +12.6% | +110.5% |
| All | +293.0% | +288.2% | +4.7% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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