+285.9%
PCAR vs DLR
+193.8%
+92.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | +2.1% | +5.0% | -2.9% | +0.9% |
| 30D | -1.2% | +3.0% | -4.2% | -2.0% |
| 3M | -18.6% | -6.3% | -12.3% | -17.5% |
| 6M | -5.1% | -4.8% | -0.3% | -4.4% |
| YTD | -1.8% | +21.0% | -22.8% | -7.0% |
| 1Y | +10.6% | +15.1% | -4.5% | +6.0% |
| 3Y | +34.9% | +56.0% | -21.1% | +17.6% |
| 5Y | +114.0% | +39.1% | +74.9% | +88.4% |
| All | +285.9% | +193.8% | +92.1% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling