+408.1%
PCAR vs W
+176.2%
+231.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 3M | +5.9% | +37.2% | -31.3% | +1.9% |
| 6M | +0.4% | +26.3% | -25.9% | -3.0% |
| YTD | +14.8% | -1.0% | +15.8% | +13.1% |
| 1Y | +30.1% | +20.1% | +10.0% | +25.1% |
| 3Y | +66.7% | +37.8% | +28.9% | +51.2% |
| 5Y | +166.1% | -63.7% | +229.8% | +153.4% |
| 10Y | +353.7% | +156.3% | +197.3% | +224.3% |
| All | +408.1% | +176.2% | +231.9% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling