+945.5%
PCAR vs DLR
+3,340.7%
-2,395.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +0.1% | -3.6% | +3.7% | +1.5% |
| 30D | -4.6% | -3.5% | -1.1% | -3.4% |
| 3M | -22.6% | -8.9% | -13.7% | -20.0% |
| 6M | -12.0% | -11.6% | -0.4% | -8.4% |
| YTD | -6.1% | +14.9% | -21.0% | -12.6% |
| 1Y | +6.3% | +6.4% | -0.1% | +2.0% |
| 3Y | +31.8% | +47.3% | -15.5% | +6.9% |
| 5Y | +104.2% | +32.8% | +71.4% | +66.3% |
| 10Y | +302.9% | +169.6% | +133.4% | +115.2% |
| All | +945.5% | +3,340.7% | -2,395.2% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling