+9,704.3%
PCAR vs DRI
+7,978.2%
+1,726.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.9% |
| 30D | -4.6% | +13.3% | -17.8% | -8.7% |
| 3M | -22.6% | +8.2% | -30.8% | -25.0% |
| 6M | -12.0% | +17.5% | -29.5% | -17.5% |
| YTD | -6.1% | +26.9% | -33.0% | -14.7% |
| 1Y | +6.3% | +31.6% | -25.2% | -4.7% |
| 3Y | +31.8% | +67.0% | -35.2% | +7.0% |
| 5Y | +104.2% | +72.9% | +31.3% | +61.6% |
| 10Y | +302.9% | +371.3% | -68.4% | +93.3% |
| All | +9,704.3% | +7,978.2% | +1,726.1% | +1,815.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling