+11,888.6%
PCAR vs DRI
+7,577.6%
+4,310.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -6.2% | +3.8% | -10.1% | -7.6% |
| 3M | +5.9% | +13.0% | -7.1% | +1.0% |
| 6M | +0.4% | +8.3% | -7.9% | -3.1% |
| YTD | +14.8% | +20.6% | -5.8% | +6.4% |
| 1Y | +30.1% | +6.5% | +23.6% | +25.6% |
| 3Y | +66.7% | +53.7% | +12.9% | +39.5% |
| 5Y | +166.1% | +72.7% | +93.5% | +110.7% |
| 10Y | +353.7% | +363.2% | -9.5% | +119.1% |
| All | +11,888.6% | +7,577.6% | +4,310.9% | +2,289.8% |
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 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