+526.5%
PCAR vs SW
+743.1%
-216.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | 0.0% | +3.8% |
| 7D | +3.7% | +12.1% | -8.4% | +2.9% |
| 30D | -2.9% | +6.6% | -9.5% | -3.4% |
| 3M | -21.7% | -6.0% | -15.7% | -21.4% |
| 6M | -6.6% | +21.5% | -28.1% | -7.9% |
| YTD | -2.2% | +20.3% | -22.6% | -3.6% |
| 1Y | +12.2% | +28.1% | -15.9% | +10.3% |
| 3Y | +36.5% | +51.6% | -15.1% | +32.8% |
| 5Y | +113.5% | -0.1% | +113.7% | +108.8% |
| 10Y | +319.4% | +189.7% | +129.7% | +292.8% |
| All | +526.5% | +743.1% | -216.6% | +481.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling