+635.9%
PCAR vs SW
+755.0%
-119.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -0.5% | -5.1% | +4.6% | -0.2% |
| 30D | -6.2% | -4.6% | -1.6% | -6.0% |
| 3M | +5.9% | +9.4% | -3.5% | +5.2% |
| 6M | +0.4% | +3.5% | -3.1% | 0.0% |
| YTD | +14.8% | +22.0% | -7.2% | +13.2% |
| 1Y | +30.1% | +2.2% | +27.9% | +29.4% |
| 3Y | +66.7% | +19.6% | +47.1% | +63.6% |
| 5Y | +166.1% | -2.3% | +168.5% | +160.3% |
| 10Y | +353.7% | +181.4% | +172.3% | +324.7% |
| All | +635.9% | +755.0% | -119.1% | +583.1% |
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