+113.5%
PCAR vs DOCS
-53.1%
+166.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.3% | -2.3% | +3.7% |
| 7D | +3.7% | +1.2% | +2.4% | +3.6% |
| 30D | -2.9% | +21.3% | -24.2% | -4.1% |
| 3M | -21.7% | +58.4% | -80.1% | -24.1% |
| 6M | -6.6% | +39.3% | -45.9% | -9.1% |
| YTD | -2.2% | -21.7% | +19.5% | -1.3% |
| 1Y | +12.2% | -47.3% | +59.6% | +16.3% |
| 3Y | +36.5% | +58.2% | -21.7% | +27.5% |
| 5Y | +113.5% | -52.3% | +165.8% | +100.9% |
| All | +113.5% | -53.1% | +166.7% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling