+106.6%
PCAR vs DOV
+25.3%
+81.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.8% |
| 7D | +0.1% | -1.9% | +1.9% | +1.0% |
| 30D | -4.6% | +8.3% | -12.8% | -9.3% |
| 3M | -22.6% | -3.1% | -19.5% | -21.4% |
| 6M | -12.0% | -9.8% | -2.2% | -6.9% |
| YTD | -6.1% | +5.2% | -11.3% | -9.7% |
| 1Y | +6.3% | +15.3% | -9.0% | -3.3% |
| 3Y | +31.8% | +58.8% | -27.0% | -2.6% |
| All | +106.6% | +25.3% | +81.4% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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