-7.3%
PCAR vs W
+72.4%
-79.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.2% | +6.7% | -0.3% |
| 7D | +2.2% | -5.6% | +7.8% | +2.9% |
| 30D | -4.4% | +7.5% | -11.9% | -5.6% |
| 3M | -21.4% | +5.4% | -26.8% | -22.3% |
| 6M | -7.3% | +79.4% | -86.7% | -18.8% |
| All | -7.3% | +72.4% | -79.8% | -18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling