+31.8%
PCAR vs DT
-9.2%
+41.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | +0.1% | -24.7% | +24.8% | +2.3% |
| 30D | -4.6% | -27.4% | +22.8% | -2.1% |
| 3M | -22.6% | -11.1% | -11.5% | -22.1% |
| 6M | -12.0% | +13.7% | -25.7% | -14.1% |
| YTD | -6.1% | +0.2% | -6.3% | -6.4% |
| 1Y | +6.3% | -5.7% | +12.0% | +7.3% |
| 3Y | +31.8% | -8.1% | +39.9% | +27.2% |
| All | +31.8% | -9.2% | +41.0% | +27.2% |
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