+10.6%
PCAR vs DRI
+36.6%
-26.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | -1.2% | +10.8% | -12.0% | -3.2% |
| 3M | -18.6% | +0.9% | -19.5% | -18.8% |
| 6M | -5.1% | +16.3% | -21.4% | -8.6% |
| YTD | -1.8% | +27.8% | -29.5% | -11.9% |
| 1Y | +10.6% | +33.9% | -23.2% | -4.9% |
| All | +10.6% | +36.6% | -26.0% | -4.9% |
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 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