+364.4%
PCAR vs PWR
+2,321.3%
-1,956.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -0.5% | +3.6% | -4.1% | -1.8% |
| 30D | -6.2% | -8.6% | +2.3% | -3.4% |
| 3M | +5.9% | -13.2% | +19.1% | +10.1% |
| 6M | +0.4% | +9.9% | -9.5% | -5.5% |
| YTD | +14.8% | +48.0% | -33.2% | -4.2% |
| 1Y | +30.1% | +66.2% | -36.1% | +2.9% |
| 3Y | +66.7% | +195.1% | -128.5% | -2.2% |
| 5Y | +166.1% | +442.6% | -276.4% | +13.6% |
| All | +364.4% | +2,321.3% | -1,956.9% | -17.0% |
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