+359.1%
PCAR vs W
+146.2%
+212.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | 0.0% | +6.5% | -6.4% | -0.6% |
| 30D | -7.7% | -6.2% | -1.5% | -7.2% |
| 3M | +3.7% | +48.9% | -45.2% | -1.5% |
| 6M | +2.3% | +31.2% | -28.9% | -1.9% |
| YTD | +12.8% | -0.4% | +13.2% | +10.9% |
| 1Y | +27.8% | +14.8% | +12.9% | +23.0% |
| 3Y | +61.8% | +40.5% | +21.3% | +45.1% |
| 5Y | +168.2% | -62.1% | +230.3% | +155.0% |
| 10Y | +359.1% | +141.5% | +217.5% | +179.5% |
| All | +359.1% | +146.2% | +212.8% | +179.5% |
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