+37.3%
PCAR vs GWW
+89.4%
-52.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | +2.9% | +5.1% | -2.2% | -0.1% |
| 30D | -2.1% | +12.2% | -14.4% | -8.7% |
| 3M | -20.4% | +13.5% | -33.9% | -26.4% |
| 6M | -7.0% | +17.8% | -24.8% | -16.3% |
| YTD | -2.6% | +44.3% | -47.0% | -23.5% |
| 1Y | +9.8% | +52.8% | -43.1% | -16.9% |
| 3Y | +37.3% | +89.9% | -52.6% | -5.7% |
| All | +37.3% | +89.4% | -52.2% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling