+279.0%
PCAR vs DG
+123.6%
+155.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.9% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | -4.6% | +9.5% | -14.1% | -6.1% |
| 3M | -22.6% | +5.5% | -28.0% | -23.5% |
| 6M | -12.0% | +16.1% | -28.1% | -14.7% |
| YTD | -6.1% | +2.7% | -8.8% | -7.2% |
| 1Y | +6.3% | +42.1% | -35.8% | -1.2% |
| 3Y | +31.8% | +19.3% | +12.5% | +21.8% |
| 5Y | +104.2% | -35.3% | +139.5% | +118.5% |
| All | +279.0% | +123.6% | +155.5% | +177.0% |
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