+5.9%
PCAR vs DOW
-14.8%
+20.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | -0.3% |
| 7D | -0.5% | -2.4% | +1.9% | -0.9% |
| 30D | -6.2% | +0.4% | -6.6% | -5.8% |
| 3M | +5.9% | -14.4% | +20.3% | +0.8% |
| All | +5.9% | -14.8% | +20.7% | +0.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling