+109.2%
PCAR vs DOCN
-34.6%
+143.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -15.9% | +14.3% | -0.2% |
| 7D | +2.2% | -29.3% | +31.4% | +5.0% |
| 30D | -4.4% | -46.0% | +41.6% | +0.3% |
| 3M | -21.4% | -43.2% | +21.8% | -18.4% |
| 6M | -7.3% | -53.7% | +46.4% | -2.6% |
| YTD | -3.8% | +46.9% | -50.7% | -12.6% |
| 1Y | +6.3% | +54.3% | -48.0% | -4.1% |
| 3Y | +34.4% | +185.5% | -151.2% | +10.2% |
| 5Y | +109.2% | -31.1% | +140.3% | +72.6% |
| All | +109.2% | -34.6% | +143.8% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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