+367.9%
PCAR vs GWW
+553.5%
-185.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -6.9% | -1.4% | -5.5% | -6.3% |
| 3M | +2.1% | -3.6% | +5.7% | +3.7% |
| 6M | +1.6% | +15.1% | -13.5% | -5.4% |
| YTD | +12.2% | +27.5% | -15.3% | -0.6% |
| 1Y | +28.0% | +29.6% | -1.6% | +12.6% |
| 3Y | +61.0% | +90.1% | -29.1% | +18.4% |
| 5Y | +163.9% | +222.6% | -58.7% | +50.4% |
| 10Y | +367.9% | +566.5% | -198.6% | +103.4% |
| All | +367.9% | +553.5% | -185.6% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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