+293.0%
PCAR vs DLR
+174.9%
+118.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.8% |
| 7D | +2.9% | +2.4% | +0.6% | +2.3% |
| 30D | -2.1% | +0.7% | -2.9% | -2.4% |
| 3M | -20.4% | -6.4% | -13.9% | -19.3% |
| 6M | -7.0% | -6.5% | -0.4% | -5.9% |
| YTD | -2.6% | +18.8% | -21.4% | -7.3% |
| 1Y | +9.8% | +9.0% | +0.7% | +6.6% |
| 3Y | +37.3% | +54.5% | -17.2% | +20.1% |
| 5Y | +116.4% | +35.8% | +80.6% | +91.9% |
| 10Y | +293.0% | +177.5% | +115.5% | +202.0% |
| All | +293.0% | +174.9% | +118.0% | +202.0% |
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