+359.1%
PCAR vs DG
+105.6%
+253.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.1% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | -7.7% | +1.0% | -8.7% | -8.0% |
| 3M | +3.7% | +20.3% | -16.6% | +0.1% |
| 6M | +2.3% | -11.7% | +14.0% | +4.0% |
| YTD | +12.8% | -2.3% | +15.1% | +12.5% |
| 1Y | +27.8% | +20.0% | +7.8% | +22.3% |
| 3Y | +61.8% | +7.2% | +54.6% | +52.9% |
| 5Y | +168.2% | -37.9% | +206.1% | +188.7% |
| 10Y | +359.1% | +107.3% | +251.8% | +229.5% |
| All | +359.1% | +105.6% | +253.4% | +229.5% |
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