+37.2%
PCAR vs SW
+42.5%
-5.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | 0.0% | +3.1% |
| 7D | +3.7% | +12.1% | -8.4% | +1.0% |
| 30D | -2.9% | +6.6% | -9.5% | -4.3% |
| 3M | -21.7% | -6.0% | -15.7% | -20.8% |
| 6M | -6.6% | +21.5% | -28.1% | -10.9% |
| YTD | -2.2% | +20.3% | -22.6% | -7.0% |
| 1Y | +12.2% | +28.1% | -15.9% | +5.3% |
| All | +37.2% | +42.5% | -5.3% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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