+115.2%
PCAR vs DG
-35.8%
+151.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.3% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -1.4% | +3.2% | -4.7% | -1.8% |
| 3M | -18.1% | +10.4% | -28.6% | -19.0% |
| 6M | -4.0% | +33.2% | -37.2% | -6.9% |
| YTD | -1.5% | +3.0% | -4.4% | -2.1% |
| 1Y | +13.2% | +31.2% | -18.0% | +9.8% |
| 3Y | +35.8% | +21.8% | +14.0% | +30.1% |
| All | +115.2% | -35.8% | +151.1% | +131.2% |
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