+59.6%
PCAR vs DGX
+96.8%
-37.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -2.2% | +2.0% | +0.3% |
| 30D | -6.9% | -0.9% | -6.0% | -6.7% |
| 3M | +2.1% | +15.6% | -13.5% | -1.3% |
| 6M | +1.6% | +17.8% | -16.2% | -2.4% |
| YTD | +12.2% | +37.5% | -25.2% | +3.7% |
| 1Y | +28.0% | +31.2% | -3.1% | +19.5% |
| All | +59.6% | +96.8% | -37.2% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling