+172.3%
PCAR vs PWR
+443.9%
-271.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -0.5% | +3.6% | -4.1% | -1.4% |
| 30D | -6.2% | -8.6% | +2.3% | -4.3% |
| 3M | +5.9% | -13.2% | +19.1% | +9.0% |
| 6M | +0.4% | +9.9% | -9.5% | -3.5% |
| YTD | +14.8% | +48.0% | -33.2% | +1.6% |
| 1Y | +30.1% | +66.2% | -36.1% | +11.0% |
| 3Y | +66.7% | +195.1% | -128.5% | +14.7% |
| All | +172.3% | +443.9% | -271.6% | +52.5% |
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