+37.3%
PCAR vs PWR
+245.6%
-208.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +2.3% |
| 7D | +2.9% | -4.8% | +7.7% | +3.2% |
| 30D | -2.1% | -16.2% | +14.1% | +0.2% |
| 3M | -20.4% | -11.9% | -8.4% | -19.4% |
| 6M | -7.0% | -20.6% | +13.6% | -4.2% |
| YTD | -2.6% | +40.3% | -42.9% | -11.4% |
| 1Y | +9.8% | +33.0% | -23.2% | +0.9% |
| 3Y | +37.3% | +250.0% | -212.7% | -7.6% |
| All | +37.3% | +245.6% | -208.4% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling