+7,591.7%
PCAR vs DGX
+8,858.2%
-1,266.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -0.5% | -2.3% | +1.8% | +0.2% |
| 30D | -6.2% | +0.6% | -6.8% | -6.4% |
| 3M | +5.9% | +21.4% | -15.5% | -0.5% |
| 6M | +0.4% | +14.7% | -14.3% | -4.1% |
| YTD | +14.8% | +38.4% | -23.6% | +3.2% |
| 1Y | +30.1% | +34.0% | -3.9% | +17.9% |
| 3Y | +66.7% | +92.7% | -26.0% | +33.4% |
| 5Y | +166.1% | +67.7% | +98.4% | +120.0% |
| 10Y | +353.7% | +248.0% | +105.7% | +188.7% |
| All | +7,591.7% | +8,858.2% | -1,266.5% | +2,421.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling