+294.0%
PCAR vs DRI
+367.2%
-73.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.7% |
| 30D | -4.6% | +13.3% | -17.8% | -8.0% |
| 3M | -22.6% | +8.2% | -30.8% | -24.6% |
| 6M | -12.0% | +17.5% | -29.5% | -16.6% |
| YTD | -6.1% | +26.9% | -33.0% | -13.4% |
| 1Y | +6.3% | +31.6% | -25.2% | -3.1% |
| 3Y | +31.8% | +67.0% | -35.2% | +10.9% |
| 5Y | +104.2% | +72.9% | +31.3% | +68.1% |
| All | +294.0% | +367.2% | -73.2% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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