+293.0%
PCAR vs DD
+105.4%
+187.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.2% | +1.1% |
| 7D | +2.9% | +9.8% | -6.9% | -1.6% |
| 30D | -2.1% | +19.3% | -21.5% | -9.9% |
| 3M | -20.4% | +9.4% | -29.7% | -23.9% |
| 6M | -7.0% | +4.8% | -11.8% | -9.6% |
| YTD | -2.6% | +30.2% | -32.9% | -14.7% |
| 1Y | +9.8% | +32.2% | -22.4% | -4.5% |
| 3Y | +37.3% | +93.1% | -55.8% | -2.4% |
| 5Y | +116.4% | +68.0% | +48.4% | +60.7% |
| 10Y | +293.0% | +98.5% | +194.5% | +141.5% |
| All | +293.0% | +105.4% | +187.6% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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