+9.7%
PCAR vs DRI
+31.8%
-22.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +3.8% | +4.2% | -0.4% | +2.9% |
| 30D | -2.0% | +15.7% | -17.6% | -4.8% |
| 3M | -19.1% | +5.8% | -24.8% | -20.1% |
| 6M | -6.8% | +18.4% | -25.2% | -10.8% |
| YTD | -2.5% | +28.2% | -30.7% | -12.5% |
| 1Y | +9.7% | +35.9% | -26.3% | -6.6% |
| All | +9.7% | +31.8% | -22.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling