+295.0%
PCAR vs DG
+111.9%
+183.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.2% | -3.0% | +5.2% | +2.7% |
| 30D | +0.3% | +8.6% | -8.3% | -1.2% |
| 3M | -17.9% | +15.0% | -33.0% | -20.0% |
| 6M | -3.4% | +32.7% | -36.1% | -8.5% |
| YTD | -0.1% | +5.5% | -5.6% | -1.8% |
| 1Y | +13.4% | +34.6% | -21.2% | +6.5% |
| 3Y | +37.2% | +24.2% | +13.0% | +25.8% |
| 5Y | +117.3% | -32.3% | +149.6% | +129.9% |
| 10Y | +295.0% | +111.1% | +183.9% | +195.8% |
| All | +295.0% | +111.9% | +183.0% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling