+37.3%
PCAR vs WAB
+174.1%
-136.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.5% | +0.8% |
| 7D | +2.9% | +4.0% | -1.1% | +0.6% |
| 30D | -2.1% | +4.5% | -6.6% | -4.8% |
| 3M | -20.4% | +2.3% | -22.7% | -21.7% |
| 6M | -7.0% | +12.5% | -19.4% | -13.7% |
| YTD | -2.6% | +40.2% | -42.8% | -20.2% |
| 1Y | +9.8% | +45.2% | -35.4% | -11.7% |
| 3Y | +37.3% | +171.8% | -134.5% | -21.7% |
| All | +37.3% | +174.1% | -136.8% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling