+37.2%
PCAR vs DOCS
+57.4%
-20.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +3.8% |
| 7D | +3.7% | +1.2% | +2.4% | +3.6% |
| 30D | -2.9% | +21.3% | -24.2% | -3.7% |
| 3M | -21.7% | +58.4% | -80.1% | -23.4% |
| 6M | -6.6% | +39.3% | -45.9% | -8.3% |
| YTD | -2.2% | -21.7% | +19.5% | -1.1% |
| 1Y | +12.2% | -47.3% | +59.6% | +16.0% |
| All | +37.2% | +57.4% | -20.2% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling