+117.3%
PCAR vs PWR
+427.2%
-309.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.8% | +1.5% |
| 7D | +2.2% | +4.7% | -2.5% | +1.0% |
| 30D | +0.3% | -12.5% | +12.8% | +2.5% |
| 3M | -17.9% | -9.3% | -8.6% | -17.1% |
| 6M | -3.4% | -22.2% | +18.8% | +0.8% |
| YTD | -0.1% | +44.2% | -44.3% | -12.0% |
| 1Y | +13.4% | +35.5% | -22.1% | +1.4% |
| 3Y | +37.2% | +250.4% | -213.2% | -11.7% |
| 5Y | +117.3% | +425.6% | -308.3% | +23.1% |
| All | +117.3% | +427.2% | -309.8% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling