+35.8%
PCAR vs DT
-11.4%
+47.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +4.9% | +3.1% | +1.8% | +4.7% |
| 30D | -1.4% | -29.5% | +28.1% | +1.3% |
| 3M | -18.1% | -11.7% | -6.4% | -17.5% |
| 6M | -4.0% | +29.0% | -33.0% | -7.6% |
| YTD | -1.5% | +3.4% | -4.8% | -2.0% |
| 1Y | +13.2% | -4.2% | +17.4% | +14.3% |
| 3Y | +35.8% | -12.8% | +48.6% | +34.2% |
| All | +35.8% | -11.4% | +47.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling