-6.6%
PCAR vs DOCN
-20.0%
+13.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.2% | +11.2% | +3.9% |
| 7D | +3.7% | -20.0% | +23.7% | +3.4% |
| 30D | -2.9% | -38.8% | +35.8% | -3.2% |
| 3M | -21.7% | -34.8% | +13.1% | -21.8% |
| 6M | -6.6% | -22.8% | +16.1% | -6.6% |
| All | -6.6% | -20.0% | +13.3% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling