+295.0%
PCAR vs DE
+790.2%
-495.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +2.2% | +2.3% | -0.1% | +1.1% |
| 30D | +0.3% | +9.3% | -9.0% | -3.9% |
| 3M | -17.9% | +12.2% | -30.1% | -22.8% |
| 6M | -3.4% | +18.1% | -21.5% | -11.5% |
| YTD | -0.1% | +49.8% | -49.9% | -19.1% |
| 1Y | +13.4% | +46.4% | -33.0% | -7.3% |
| 3Y | +37.2% | +92.5% | -55.3% | -3.4% |
| 5Y | +117.3% | +107.4% | +10.0% | +42.3% |
| 10Y | +295.0% | +784.1% | -489.1% | +29.4% |
| All | +295.0% | +790.2% | -495.3% | +29.4% |
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 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