+15,068.3%
PCAR vs DOC
+2,974.4%
+12,093.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | -0.5% | -1.5% | +1.0% | +0.1% |
| 30D | -6.2% | -4.8% | -1.5% | -4.5% |
| 3M | +5.9% | +6.9% | -1.0% | +2.9% |
| 6M | +0.4% | +20.7% | -20.3% | -7.9% |
| YTD | +14.8% | +34.1% | -19.3% | +0.7% |
| 1Y | +30.1% | +22.6% | +7.5% | +18.2% |
| 3Y | +66.7% | +20.8% | +45.8% | +49.2% |
| 5Y | +166.1% | -24.9% | +191.0% | +184.4% |
| 10Y | +353.7% | -1.8% | +355.5% | +293.9% |
| All | +15,068.3% | +2,974.4% | +12,093.9% | +4,228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling