+9,752.4%
PCAR vs DAR
+1,481.7%
+8,270.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -1.8% |
| 7D | +2.1% | +9.2% | -7.1% | +1.3% |
| 30D | -1.2% | -12.3% | +11.1% | -0.2% |
| 3M | -18.6% | -12.7% | -5.9% | -17.8% |
| 6M | -5.1% | -12.8% | +7.7% | -4.2% |
| YTD | -1.8% | +53.8% | -55.5% | -5.6% |
| 1Y | +10.6% | +60.3% | -49.6% | +5.9% |
| 3Y | +34.9% | +31.7% | +3.2% | +29.8% |
| 5Y | +114.0% | -27.7% | +141.7% | +114.3% |
| 10Y | +288.4% | +309.8% | -21.4% | +238.2% |
| All | +9,752.4% | +1,481.7% | +8,270.7% | +8,268.6% |
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