+109.2%
PCAR vs DOC
-22.1%
+131.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | +2.2% | +6.2% | -4.1% | +0.2% |
| 30D | -4.4% | +6.5% | -10.9% | -6.4% |
| 3M | -21.4% | -6.2% | -15.2% | -19.9% |
| 6M | -7.3% | +25.6% | -32.9% | -14.7% |
| YTD | -3.8% | +32.1% | -35.9% | -13.4% |
| 1Y | +6.3% | +20.3% | -14.0% | -1.1% |
| 3Y | +34.4% | +42.7% | -8.4% | +15.3% |
| 5Y | +109.2% | -22.2% | +131.4% | +129.3% |
| All | +109.2% | -22.1% | +131.3% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling