+12,760.8%
PCAR vs GWW
+15,849.7%
-3,088.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.2% |
| 3M | -20.4% | +13.5% | -33.9% | -25.9% |
| 6M | -7.0% | +17.8% | -24.8% | -15.4% |
| YTD | -2.6% | +44.3% | -47.0% | -21.0% |
| 1Y | +9.8% | +52.8% | -43.1% | -13.7% |
| 3Y | +37.3% | +89.9% | -52.6% | -4.9% |
| 5Y | +116.4% | +214.5% | -98.0% | +11.1% |
| 10Y | +293.0% | +657.6% | -364.7% | +13.0% |
| All | +12,760.8% | +15,849.7% | -3,088.8% | +861.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling