+27.8%
PCAR vs WAB
+47.5%
-19.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.1% |
| 7D | 0.0% | +1.7% | -1.6% | -1.0% |
| 30D | -7.7% | -2.4% | -5.3% | -6.3% |
| 3M | +3.7% | +9.7% | -6.0% | -2.4% |
| 6M | +2.3% | +16.5% | -14.2% | -7.3% |
| YTD | +12.8% | +33.7% | -20.9% | -4.9% |
| 1Y | +27.8% | +49.7% | -21.9% | +5.2% |
| All | +27.8% | +47.5% | -19.8% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling