+294.0%
PCAR vs PWR
+1,832.8%
-1,538.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.3% | -8.7% | -4.5% |
| 7D | +0.1% | -12.9% | +12.9% | +3.7% |
| 30D | -4.6% | -22.8% | +18.3% | +2.6% |
| 3M | -22.6% | -19.0% | -3.6% | -18.6% |
| 6M | -12.0% | -31.1% | +19.1% | -2.9% |
| YTD | -6.1% | +28.2% | -34.3% | -19.3% |
| 1Y | +6.3% | +22.2% | -15.9% | -7.2% |
| 3Y | +31.8% | +222.1% | -190.3% | -28.0% |
| 5Y | +104.2% | +364.1% | -259.9% | -9.6% |
| All | +294.0% | +1,832.8% | -1,538.9% | -25.8% |
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