+367.9%
PCAR vs DE
+852.3%
-484.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.2% | -3.0% | +2.8% | +1.3% |
| 30D | -6.9% | +11.1% | -18.0% | -11.8% |
| 3M | +2.1% | +17.6% | -15.5% | -6.0% |
| 6M | +1.6% | +13.6% | -12.0% | -5.1% |
| YTD | +12.2% | +46.3% | -34.0% | -7.9% |
| 1Y | +28.0% | +44.2% | -16.1% | +5.5% |
| 3Y | +61.0% | +76.6% | -15.6% | +18.3% |
| 5Y | +163.9% | +98.2% | +65.7% | +76.4% |
| 10Y | +367.9% | +863.5% | -495.6% | +38.7% |
| All | +367.9% | +852.3% | -484.4% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling