+11,416.3%
PCAR vs DAR
+1,762.6%
+9,653.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | -6.2% | +12.8% | -19.0% | -7.3% |
| 3M | +5.9% | +7.4% | -1.5% | +5.1% |
| 6M | +0.4% | +22.3% | -21.9% | -1.5% |
| YTD | +14.8% | +81.1% | -66.3% | +8.9% |
| 1Y | +30.1% | +106.5% | -76.4% | +21.9% |
| 3Y | +66.7% | +5.3% | +61.4% | +63.2% |
| 5Y | +166.1% | -11.5% | +177.7% | +162.2% |
| 10Y | +353.7% | +353.3% | +0.3% | +291.6% |
| All | +11,416.3% | +1,762.6% | +9,653.7% | +9,557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling