+35.0%
PCAR vs SW
+40.4%
-5.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +2.2% | +4.7% | -2.5% | +1.1% |
| 30D | -4.4% | +5.0% | -9.4% | -5.5% |
| 3M | -21.4% | -7.3% | -14.1% | -20.2% |
| 6M | -7.3% | +15.0% | -22.3% | -10.5% |
| YTD | -3.8% | +18.5% | -22.3% | -8.2% |
| 1Y | +6.3% | +27.1% | -20.8% | 0.0% |
| All | +35.0% | +40.4% | -5.3% | +28.8% |
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