+3,517.0%
PCAR vs PWR
+6,979.4%
-3,462.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -12.3% | +10.7% | +1.3% |
| 7D | +2.2% | -19.9% | +22.0% | +6.9% |
| 30D | -4.4% | -29.3% | +24.8% | +2.7% |
| 3M | -21.4% | -25.5% | +4.0% | -16.9% |
| 6M | -7.3% | -34.0% | +26.7% | +0.1% |
| YTD | -3.8% | +20.7% | -24.5% | -10.6% |
| 1Y | +6.3% | +12.3% | -6.0% | +0.3% |
| 3Y | +34.4% | +201.9% | -167.5% | -2.3% |
| 5Y | +109.2% | +336.8% | -227.5% | +37.3% |
| 10Y | +312.9% | +1,748.9% | -1,436.0% | +91.8% |
| All | +3,517.0% | +6,979.4% | -3,462.5% | +1,192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling