+117.3%
PCAR vs DRI
+78.6%
+38.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.2% | -0.7% | +2.9% | +2.5% |
| 30D | +0.3% | +14.7% | -14.4% | -4.6% |
| 3M | -17.9% | +5.4% | -23.4% | -19.8% |
| 6M | -3.4% | +18.8% | -22.2% | -10.3% |
| YTD | -0.1% | +28.4% | -28.5% | -10.7% |
| 1Y | +13.4% | +37.7% | -24.3% | -1.7% |
| 3Y | +37.2% | +68.0% | -30.8% | +7.4% |
| 5Y | +117.3% | +78.8% | +38.6% | +63.8% |
| All | +117.3% | +78.6% | +38.7% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling