+367.9%
PCAR vs DTE
+136.5%
+231.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -6.9% | -0.5% | -6.4% | -6.7% |
| 3M | +2.1% | -6.0% | +8.1% | +4.3% |
| 6M | +1.6% | -7.2% | +8.8% | +4.1% |
| YTD | +12.2% | +7.2% | +5.1% | +9.0% |
| 1Y | +28.0% | +4.1% | +24.0% | +25.6% |
| 3Y | +61.0% | +46.9% | +14.1% | +37.0% |
| 5Y | +163.9% | +32.9% | +131.0% | +131.3% |
| 10Y | +367.9% | +144.5% | +223.4% | +248.6% |
| All | +367.9% | +136.5% | +231.5% | +248.6% |
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