+112.6%
PCAR vs DOCN
+102.5%
+10.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.2% | +11.2% | +4.6% |
| 7D | +3.7% | -20.0% | +23.7% | +5.4% |
| 30D | -2.9% | -38.8% | +35.8% | +0.5% |
| 3M | -21.7% | -34.8% | +13.1% | -19.7% |
| 6M | -6.6% | -22.8% | +16.1% | -7.0% |
| YTD | -2.2% | +74.6% | -76.9% | -11.2% |
| 1Y | +12.2% | +116.4% | -104.2% | -0.4% |
| 3Y | +36.5% | +239.3% | -202.8% | +13.8% |
| 5Y | +113.5% | -20.2% | +133.8% | +78.7% |
| All | +112.6% | +102.5% | +10.1% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling