+108.8%
PCAR vs GWW
+218.0%
-109.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | +0.1% | +6.0% | -5.9% | -3.0% |
| 30D | -4.6% | +14.0% | -18.6% | -11.1% |
| 3M | -22.6% | +12.5% | -35.1% | -27.5% |
| 6M | -12.0% | +23.6% | -35.6% | -21.9% |
| YTD | -6.1% | +43.6% | -49.7% | -23.3% |
| 1Y | +6.3% | +52.5% | -46.2% | -15.9% |
| 3Y | +31.8% | +92.6% | -60.8% | -6.7% |
| All | +108.8% | +218.0% | -109.2% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling