+295.0%
PCAR vs DTE
+151.0%
+143.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | +2.2% | +1.6% | +0.6% | +1.6% |
| 30D | +0.3% | +9.1% | -8.8% | -2.9% |
| 3M | -17.9% | +2.4% | -20.3% | -18.7% |
| 6M | -3.4% | -0.2% | -3.2% | -3.6% |
| YTD | -0.1% | +11.0% | -11.1% | -4.4% |
| 1Y | +13.4% | +3.4% | +10.0% | +11.5% |
| 3Y | +37.2% | +57.1% | -19.9% | +13.5% |
| 5Y | +117.3% | +46.6% | +70.8% | +82.7% |
| 10Y | +295.0% | +151.3% | +143.7% | +190.5% |
| All | +295.0% | +151.0% | +143.9% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling