+30.1%
PCAR vs DG
+23.4%
+6.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -0.5% | +8.4% | -8.9% | -1.5% |
| 30D | -6.2% | +4.9% | -11.2% | -6.8% |
| 3M | +5.9% | +29.3% | -23.4% | +2.0% |
| 6M | +0.4% | -11.3% | +11.7% | +2.1% |
| YTD | +14.8% | +1.8% | +13.1% | +14.5% |
| 1Y | +30.1% | +25.3% | +4.8% | +25.7% |
| All | +30.1% | +23.4% | +6.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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