+37.7%
PCAR vs DLR
+55.0%
-17.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.2% | -2.0% | +4.2% | +2.6% |
| 30D | +0.3% | +0.5% | -0.2% | +0.1% |
| 3M | -17.9% | -4.4% | -13.5% | -17.3% |
| 6M | -3.4% | -6.4% | +3.0% | -2.4% |
| YTD | -0.1% | +19.5% | -19.6% | -4.3% |
| 1Y | +13.4% | +10.5% | +2.9% | +10.3% |
| All | +37.7% | +55.0% | -17.4% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling