+13.2%
PCAR vs DGX
+42.2%
-29.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | +1.6% | +3.4% | +4.6% |
| 30D | -1.4% | +11.2% | -12.6% | -3.6% |
| 3M | -18.1% | +10.4% | -28.5% | -19.8% |
| 6M | -4.0% | +37.1% | -41.1% | -10.1% |
| YTD | -1.5% | +52.1% | -53.6% | -11.6% |
| 1Y | +13.2% | +40.7% | -27.5% | +7.2% |
| All | +13.2% | +42.2% | -29.0% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling