+251.9%
PCAR vs DOW
-15.4%
+267.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | 0.0% | -2.9% | +3.0% | +0.9% |
| 30D | -7.7% | +2.0% | -9.7% | -8.6% |
| 3M | +3.7% | -12.5% | +16.2% | +7.6% |
| 6M | +2.3% | -9.2% | +11.5% | +2.6% |
| YTD | +12.8% | +30.8% | -18.0% | -2.2% |
| 1Y | +27.8% | +29.4% | -1.6% | +10.1% |
| 3Y | +61.8% | -34.6% | +96.4% | +76.8% |
| 5Y | +168.2% | -35.9% | +204.1% | +191.7% |
| All | +251.9% | -15.4% | +267.4% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling