+745.0%
PCAR vs DG
+606.1%
+139.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -0.5% | +8.4% | -8.9% | -2.1% |
| 30D | -6.2% | +4.9% | -11.2% | -7.2% |
| 3M | +5.9% | +29.3% | -23.4% | +0.2% |
| 6M | +0.4% | -11.3% | +11.7% | +2.2% |
| YTD | +14.8% | +1.8% | +13.1% | +13.5% |
| 1Y | +30.1% | +25.3% | +4.8% | +22.6% |
| 3Y | +66.7% | +9.1% | +57.6% | +55.6% |
| 5Y | +166.1% | -34.9% | +201.0% | +178.7% |
| 10Y | +353.7% | +108.2% | +245.5% | +238.1% |
| All | +745.0% | +606.1% | +139.0% | +308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling