+15,068.3%
PCAR vs DE
+14,847.5%
+220.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.5% | +10.0% | -10.5% | -5.3% |
| 30D | -6.2% | +13.3% | -19.6% | -12.2% |
| 3M | +5.9% | +17.5% | -11.6% | -2.7% |
| 6M | +0.4% | +13.6% | -13.2% | -6.5% |
| YTD | +14.8% | +49.8% | -35.0% | -7.4% |
| 1Y | +30.1% | +47.9% | -17.8% | +5.3% |
| 3Y | +66.7% | +72.5% | -5.9% | +22.6% |
| 5Y | +166.1% | +90.2% | +75.9% | +80.0% |
| 10Y | +353.7% | +865.4% | -511.7% | +27.8% |
| All | +15,068.3% | +14,847.5% | +220.8% | +1,393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling