+6.3%
PCAR vs DOCS
-49.5%
+55.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.5% |
| 7D | +2.2% | -1.3% | +3.5% | +2.2% |
| 30D | -4.4% | +19.4% | -23.8% | -4.6% |
| 3M | -21.4% | +53.4% | -74.8% | -21.7% |
| 6M | -7.3% | +28.8% | -36.1% | -7.4% |
| YTD | -3.8% | -25.1% | +21.3% | +0.5% |
| 1Y | +6.3% | -48.1% | +54.4% | +19.0% |
| All | +6.3% | -49.5% | +55.8% | +19.0% |
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