+172.3%
PCAR vs W
-63.2%
+235.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.1% |
| 7D | -0.5% | -4.2% | +3.7% | -0.1% |
| 30D | -6.2% | -7.6% | +1.3% | -5.5% |
| 3M | +5.9% | +37.2% | -31.3% | +1.7% |
| 6M | +0.4% | +26.3% | -25.9% | -3.2% |
| YTD | +14.8% | -1.0% | +15.8% | +13.0% |
| 1Y | +30.1% | +20.1% | +10.0% | +24.9% |
| 3Y | +66.7% | +37.8% | +28.9% | +49.8% |
| All | +172.3% | -63.2% | +235.5% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling