+106.6%
PCAR vs W
-54.5%
+161.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | +0.1% | -3.6% | +3.7% | +0.4% |
| 30D | -4.6% | +7.0% | -11.5% | -5.3% |
| 3M | -22.6% | +7.4% | -29.9% | -23.3% |
| 6M | -12.0% | +69.3% | -81.3% | -17.4% |
| YTD | -6.1% | +11.3% | -17.4% | -8.8% |
| 1Y | +6.3% | +13.2% | -6.9% | +2.9% |
| 3Y | +31.8% | +142.0% | -110.2% | +13.6% |
| All | +106.6% | -54.5% | +161.1% | +71.1% |
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 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