+31.8%
PCAR vs W
+123.5%
-91.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | +0.1% | -3.6% | +3.7% | +0.5% |
| 30D | -4.6% | +7.0% | -11.5% | -5.6% |
| 3M | -22.6% | +7.4% | -29.9% | -23.6% |
| 6M | -12.0% | +69.3% | -81.3% | -19.2% |
| YTD | -6.1% | +11.3% | -17.4% | -9.8% |
| 1Y | +6.3% | +13.2% | -6.9% | +1.6% |
| 3Y | +31.8% | +142.0% | -110.2% | +6.8% |
| All | +31.8% | +123.5% | -91.7% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling