+106.6%
PCAR vs DT
-43.6%
+150.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +0.1% | -24.7% | +24.8% | +3.3% |
| 30D | -4.6% | -27.4% | +22.8% | -1.1% |
| 3M | -22.6% | -11.1% | -11.5% | -21.9% |
| 6M | -12.0% | +13.7% | -25.7% | -14.5% |
| YTD | -6.1% | +0.2% | -6.3% | -7.4% |
| 1Y | +6.3% | -5.7% | +12.0% | +5.8% |
| 3Y | +31.8% | -8.1% | +39.9% | +30.3% |
| All | +106.6% | -43.6% | +150.2% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling