+115.2%
PCAR vs DD
+67.2%
+48.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +4.9% | +5.0% | 0.0% | +2.7% |
| 30D | -1.4% | +19.7% | -21.1% | -9.4% |
| 3M | -18.1% | +7.2% | -25.3% | -21.0% |
| 6M | -4.0% | +1.0% | -5.0% | -5.1% |
| YTD | -1.5% | +29.1% | -30.6% | -13.3% |
| 1Y | +13.2% | +28.5% | -15.3% | -0.3% |
| 3Y | +35.8% | +89.4% | -53.7% | -3.4% |
| All | +115.2% | +67.2% | +48.0% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling