+164.2%
PCAR vs DGX
+59.5%
+104.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | -1.6% | -3.5% | +1.9% | -0.7% |
| 30D | -7.3% | -2.7% | -4.6% | -6.6% |
| 3M | +7.8% | +13.9% | -6.1% | +4.0% |
| 6M | +3.6% | +16.0% | -12.4% | -0.7% |
| YTD | +12.9% | +34.9% | -22.1% | +3.5% |
| 1Y | +27.3% | +30.6% | -3.3% | +17.6% |
| 3Y | +61.9% | +93.0% | -31.1% | +32.4% |
| 5Y | +164.2% | +64.4% | +99.7% | +113.6% |
| All | +164.2% | +59.5% | +104.7% | +113.6% |
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