+287.1%
PCAR vs DRI
+331.7%
-44.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.9% | +1.1% | +3.9% | +4.6% |
| 30D | -1.4% | +9.7% | -11.1% | -4.1% |
| 3M | -18.1% | +3.2% | -21.3% | -19.1% |
| 6M | -4.0% | +20.6% | -24.6% | -9.7% |
| YTD | -1.5% | +28.3% | -29.7% | -9.4% |
| 1Y | +13.2% | +34.5% | -21.3% | +2.6% |
| 3Y | +35.8% | +66.5% | -30.7% | +14.5% |
| 5Y | +114.6% | +79.6% | +35.0% | +75.1% |
| All | +287.1% | +331.7% | -44.6% | +133.9% |
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