+364.4%
PCAR vs DOC
-2.1%
+366.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | -6.2% | -4.8% | -1.5% | -5.0% |
| 3M | +5.9% | +6.9% | -1.0% | +3.8% |
| 6M | +0.4% | +20.7% | -20.3% | -5.4% |
| YTD | +14.8% | +34.1% | -19.3% | +4.8% |
| 1Y | +30.1% | +22.6% | +7.5% | +21.7% |
| 3Y | +66.7% | +20.8% | +45.8% | +54.6% |
| 5Y | +166.1% | -24.9% | +191.0% | +177.7% |
| All | +364.4% | -2.1% | +366.5% | +351.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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