+293.0%
PCAR vs DRI
+370.8%
-77.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.2% |
| 7D | +2.9% | +3.1% | -0.2% | +2.0% |
| 30D | -2.1% | +16.2% | -18.4% | -6.4% |
| 3M | -20.4% | +8.4% | -28.7% | -22.4% |
| 6M | -7.0% | +19.0% | -26.0% | -12.2% |
| YTD | -2.6% | +28.8% | -31.5% | -10.6% |
| 1Y | +9.8% | +33.1% | -23.4% | -0.2% |
| 3Y | +37.3% | +70.8% | -33.5% | +14.8% |
| 5Y | +116.4% | +74.2% | +42.2% | +77.9% |
| 10Y | +293.0% | +345.5% | -52.6% | +131.8% |
| All | +293.0% | +370.8% | -77.8% | +131.8% |
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