+34.0%
PCAR vs W
+164.5%
-130.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.7% |
| 7D | +3.8% | +1.1% | +2.7% | +3.6% |
| 30D | -2.0% | +6.4% | -8.4% | -2.9% |
| 3M | -19.1% | +9.0% | -28.0% | -20.3% |
| 6M | -6.8% | +69.8% | -76.6% | -14.5% |
| YTD | -2.5% | +12.1% | -14.5% | -6.4% |
| 1Y | +9.7% | 0.0% | +9.6% | +6.6% |
| 3Y | +34.0% | +160.3% | -126.4% | +9.1% |
| All | +34.0% | +164.5% | -130.6% | +9.1% |
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