+359.1%
PCAR vs DD
+69.4%
+289.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | -7.7% | -7.4% | -0.3% | -4.5% |
| 3M | +3.7% | -6.4% | +10.1% | +6.7% |
| 6M | +2.3% | -2.5% | +4.8% | +2.8% |
| YTD | +12.8% | +10.2% | +2.6% | +7.0% |
| 1Y | +27.8% | +36.9% | -9.2% | +9.4% |
| 3Y | +61.8% | +47.0% | +14.8% | +30.5% |
| 5Y | +168.2% | +63.1% | +105.1% | +101.8% |
| 10Y | +359.1% | +68.2% | +290.9% | +206.0% |
| All | +359.1% | +69.4% | +289.7% | +206.0% |
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