+172.3%
PCAR vs DAR
-11.0%
+183.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.3% |
| 7D | -0.5% | +1.4% | -1.9% | -0.8% |
| 30D | -6.2% | +12.8% | -19.0% | -8.6% |
| 3M | +5.9% | +7.4% | -1.5% | +4.0% |
| 6M | +0.4% | +22.3% | -21.9% | -4.2% |
| YTD | +14.8% | +81.1% | -66.3% | +1.0% |
| 1Y | +30.1% | +106.5% | -76.4% | +10.7% |
| 3Y | +66.7% | +5.3% | +61.4% | +60.3% |
| All | +172.3% | -11.0% | +183.3% | +166.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling