+293.0%
PCAR vs W
+268.4%
+24.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.2% |
| 7D | +2.9% | +3.3% | -0.4% | +2.5% |
| 30D | -2.1% | +10.5% | -12.7% | -3.3% |
| 3M | -20.4% | +9.6% | -30.0% | -21.4% |
| 6M | -7.0% | +76.4% | -83.4% | -13.4% |
| YTD | -2.6% | +16.4% | -19.0% | -6.0% |
| 1Y | +9.8% | +9.3% | +0.4% | +6.5% |
| 3Y | +37.3% | +172.8% | -135.6% | +15.5% |
| 5Y | +116.4% | -53.4% | +169.8% | +100.9% |
| 10Y | +293.0% | +243.6% | +49.3% | +139.7% |
| All | +293.0% | +268.4% | +24.5% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling