+12,813.1%
PCAR vs DOC
+2,934.4%
+9,878.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.8% |
| 7D | +3.7% | +8.7% | -5.1% | +0.3% |
| 30D | -2.9% | +7.6% | -10.6% | -5.8% |
| 3M | -21.7% | -5.3% | -16.4% | -20.2% |
| 6M | -6.6% | +27.6% | -34.2% | -16.2% |
| YTD | -2.2% | +32.4% | -34.7% | -13.9% |
| 1Y | +12.2% | +22.9% | -10.6% | +1.7% |
| 3Y | +36.5% | +43.1% | -6.6% | +14.2% |
| 5Y | +113.5% | -21.4% | +134.9% | +123.8% |
| 10Y | +319.4% | +16.8% | +302.6% | +237.6% |
| All | +12,813.1% | +2,934.4% | +9,878.7% | +3,597.2% |
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