+359.1%
PCAR vs WAB
+283.1%
+76.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | 0.0% | +1.7% | -1.6% | -0.7% |
| 30D | -7.7% | -2.4% | -5.3% | -6.7% |
| 3M | +3.7% | +9.7% | -6.0% | -0.8% |
| 6M | +2.3% | +16.5% | -14.2% | -4.9% |
| YTD | +12.8% | +33.7% | -20.9% | -1.6% |
| 1Y | +27.8% | +49.7% | -21.9% | +5.7% |
| 3Y | +61.8% | +170.9% | -109.1% | +1.8% |
| 5Y | +168.2% | +228.0% | -59.8% | +54.6% |
| 10Y | +359.1% | +284.8% | +74.3% | +118.2% |
| All | +359.1% | +283.1% | +76.0% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling