+293.0%
PCAR vs PWR
+1,915.1%
-1,622.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +0.6% |
| 7D | +2.9% | -4.8% | +7.7% | +3.5% |
| 30D | -2.1% | -16.2% | +14.1% | +2.4% |
| 3M | -20.4% | -11.9% | -8.4% | -18.6% |
| 6M | -7.0% | -20.6% | +13.6% | -2.4% |
| YTD | -2.6% | +40.3% | -42.9% | -18.8% |
| 1Y | +9.8% | +33.0% | -23.2% | -6.8% |
| 3Y | +37.3% | +250.0% | -212.7% | -26.9% |
| 5Y | +116.4% | +404.2% | -287.7% | -6.4% |
| 10Y | +293.0% | +1,865.8% | -1,572.9% | -24.8% |
| All | +293.0% | +1,915.1% | -1,622.1% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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