+30.1%
PCAR vs DE
+49.4%
-19.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.5% | +10.0% | -10.5% | -4.6% |
| 30D | -6.2% | +13.3% | -19.6% | -11.3% |
| 3M | +5.9% | +17.5% | -11.6% | -1.4% |
| 6M | +0.4% | +13.6% | -13.2% | -5.9% |
| YTD | +14.8% | +49.8% | -35.0% | -3.8% |
| 1Y | +30.1% | +47.9% | -17.8% | +8.4% |
| All | +30.1% | +49.4% | -19.3% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling