+12,917.0%
PCAR vs DTE
+3,620.6%
+9,296.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +4.9% | +3.4% | +1.5% | +3.1% |
| 30D | -1.4% | +8.9% | -10.3% | -5.9% |
| 3M | -18.1% | +1.1% | -19.2% | -18.7% |
| 6M | -4.0% | +0.1% | -4.1% | -4.4% |
| YTD | -1.5% | +11.1% | -12.5% | -7.6% |
| 1Y | +13.2% | +4.9% | +8.2% | +9.4% |
| 3Y | +35.8% | +58.6% | -22.8% | +2.5% |
| 5Y | +114.6% | +47.3% | +67.4% | +65.5% |
| 10Y | +289.6% | +151.3% | +138.3% | +102.7% |
| All | +12,917.0% | +3,620.6% | +9,296.5% | +1,525.3% |
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