+70.4%
PCAR vs DT
+9.0%
+61.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -0.5% | -3.3% | +2.8% | -0.2% |
| 30D | -6.2% | +2.0% | -8.3% | -6.5% |
| 3M | +5.9% | +20.0% | -14.1% | +3.5% |
| 6M | +0.4% | +39.3% | -38.9% | -4.3% |
| YTD | +14.8% | +19.8% | -4.9% | +12.6% |
| 1Y | +30.1% | +4.3% | +25.8% | +31.3% |
| All | +70.4% | +9.0% | +61.5% | +63.4% |
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