+293.0%
PCAR vs DG
+128.5%
+164.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.3% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | -2.1% | +7.4% | -9.6% | -3.4% |
| 3M | -20.4% | +8.5% | -28.9% | -21.6% |
| 6M | -7.0% | +21.9% | -28.8% | -10.6% |
| YTD | -2.6% | +4.9% | -7.6% | -4.2% |
| 1Y | +9.8% | +40.4% | -30.6% | +2.2% |
| 3Y | +37.3% | +23.5% | +13.8% | +25.9% |
| 5Y | +116.4% | -32.3% | +148.7% | +128.8% |
| 10Y | +293.0% | +119.3% | +173.6% | +186.1% |
| All | +293.0% | +128.5% | +164.5% | +186.1% |
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