+287.1%
PCAR vs W
+212.4%
+74.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +4.9% | +0.2% | +4.8% | +4.9% |
| 30D | -1.4% | +6.8% | -8.2% | -2.2% |
| 3M | -18.1% | +10.7% | -28.8% | -19.2% |
| 6M | -4.0% | +86.3% | -90.4% | -11.2% |
| YTD | -1.5% | +11.5% | -12.9% | -4.4% |
| 1Y | +13.2% | +5.1% | +8.1% | +10.3% |
| 3Y | +35.8% | +171.0% | -135.2% | +14.5% |
| 5Y | +114.6% | -56.6% | +171.3% | +100.9% |
| All | +287.1% | +212.4% | +74.7% | +145.7% |
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