+115.2%
PCAR vs DGX
+90.8%
+24.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | +1.6% | +3.4% | +4.5% |
| 30D | -1.4% | +11.2% | -12.6% | -4.1% |
| 3M | -18.1% | +10.4% | -28.5% | -20.3% |
| 6M | -4.0% | +37.1% | -41.1% | -11.9% |
| YTD | -1.5% | +52.1% | -53.6% | -12.5% |
| 1Y | +13.2% | +40.7% | -27.5% | +2.8% |
| 3Y | +35.8% | +107.6% | -71.8% | +9.3% |
| All | +115.2% | +90.8% | +24.4% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling