+172.3%
PCAR vs DOC
-24.5%
+196.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | -0.5% | -1.5% | +1.0% | 0.0% |
| 30D | -6.2% | -4.8% | -1.5% | -4.8% |
| 3M | +5.9% | +6.9% | -1.0% | +3.4% |
| 6M | +0.4% | +20.7% | -20.3% | -6.3% |
| YTD | +14.8% | +34.1% | -19.3% | +3.0% |
| 1Y | +30.1% | +22.6% | +7.5% | +20.4% |
| 3Y | +66.7% | +20.8% | +45.8% | +53.0% |
| All | +172.3% | -24.5% | +196.8% | +192.3% |
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