+211.7%
PCAR vs DOW
-6.9%
+218.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -0.9% | +1.3% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +0.3% | +15.7% | -15.4% | -4.7% |
| 3M | -17.9% | +5.3% | -23.2% | -19.8% |
| 6M | -3.4% | -14.2% | +10.8% | +0.5% |
| YTD | -0.1% | +43.9% | -44.0% | -16.5% |
| 1Y | +13.4% | +53.1% | -39.6% | -7.6% |
| 3Y | +37.2% | -21.8% | +59.0% | +40.0% |
| 5Y | +117.3% | -28.3% | +145.7% | +127.1% |
| All | +211.7% | -6.9% | +218.6% | +176.2% |
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