+295.0%
PCAR vs W
+224.5%
+70.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.2% |
| 7D | +2.2% | -7.4% | +9.6% | +3.0% |
| 30D | +0.3% | +7.8% | -7.5% | -0.6% |
| 3M | -17.9% | +10.9% | -28.8% | -19.1% |
| 6M | -3.4% | +86.4% | -89.8% | -10.6% |
| YTD | -0.1% | +14.0% | -14.1% | -3.3% |
| 1Y | +13.4% | +3.5% | +9.9% | +10.6% |
| 3Y | +37.2% | +164.8% | -127.6% | +15.9% |
| 5Y | +117.3% | -53.1% | +170.5% | +101.6% |
| 10Y | +295.0% | +220.4% | +74.5% | +149.5% |
| All | +295.0% | +224.5% | +70.4% | +149.5% |
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