+35.8%
PCAR vs DAR
+33.7%
+2.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +4.9% | +11.6% | -6.6% | +3.3% |
| 30D | -1.4% | -10.2% | +8.8% | -0.1% |
| 3M | -18.1% | -14.8% | -3.3% | -16.5% |
| 6M | -4.0% | -10.1% | +6.1% | -3.1% |
| YTD | -1.5% | +55.5% | -57.0% | -9.3% |
| 1Y | +13.2% | +61.7% | -48.5% | +3.4% |
| 3Y | +35.8% | +37.2% | -1.4% | +24.5% |
| All | +35.8% | +33.7% | +2.1% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling