+15,068.3%
PCAR vs DD
+961.9%
+14,106.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -0.5% | -3.5% | +3.0% | +1.2% |
| 30D | -6.2% | -10.3% | +4.1% | -1.3% |
| 3M | +5.9% | -7.5% | +13.4% | +9.8% |
| 6M | +0.4% | -8.0% | +8.4% | +3.8% |
| YTD | +14.8% | +10.5% | +4.4% | +8.4% |
| 1Y | +30.1% | +38.3% | -8.2% | +9.6% |
| 3Y | +66.7% | +42.5% | +24.2% | +34.3% |
| 5Y | +166.1% | +60.2% | +106.0% | +98.3% |
| 10Y | +353.7% | +68.9% | +284.8% | +203.5% |
| All | +15,068.3% | +961.9% | +14,106.4% | +4,178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling