+172.3%
PCAR vs DG
-35.0%
+207.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -0.5% | +8.4% | -8.9% | -1.3% |
| 30D | -6.2% | +4.9% | -11.2% | -6.7% |
| 3M | +5.9% | +29.3% | -23.4% | +3.1% |
| 6M | +0.4% | -11.3% | +11.7% | +1.2% |
| YTD | +14.8% | +1.8% | +13.1% | +14.3% |
| 1Y | +30.1% | +25.3% | +4.8% | +26.7% |
| 3Y | +66.7% | +9.1% | +57.6% | +62.9% |
| All | +172.3% | -35.0% | +207.3% | +187.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling