+15,068.3%
PCAR vs DTE
+3,490.8%
+11,577.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -6.2% | -2.6% | -3.7% | -5.0% |
| 3M | +5.9% | -3.9% | +9.8% | +7.9% |
| 6M | +0.4% | -7.9% | +8.3% | +4.5% |
| YTD | +14.8% | +7.2% | +7.6% | +9.9% |
| 1Y | +30.1% | +3.1% | +27.0% | +27.0% |
| 3Y | +66.7% | +47.6% | +19.1% | +30.7% |
| 5Y | +166.1% | +32.7% | +133.4% | +117.5% |
| 10Y | +353.7% | +138.8% | +214.9% | +142.2% |
| All | +15,068.3% | +3,490.8% | +11,577.5% | +1,832.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling