+12.2%
PCAR vs DOCS
-47.4%
+59.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +4.0% |
| 7D | +3.7% | +1.2% | +2.4% | +3.6% |
| 30D | -2.9% | +21.3% | -24.2% | -3.1% |
| 3M | -21.7% | +58.4% | -80.1% | -21.9% |
| 6M | -6.6% | +39.3% | -45.9% | -6.8% |
| YTD | -2.2% | -21.7% | +19.5% | +1.7% |
| 1Y | +12.2% | -47.3% | +59.6% | +25.2% |
| All | +12.2% | -47.4% | +59.7% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling