+115.2%
PCAR vs WAB
+214.2%
-99.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.8% |
| 7D | +4.9% | +5.1% | -0.1% | +1.9% |
| 30D | -1.4% | +4.0% | -5.4% | -4.0% |
| 3M | -18.1% | +0.1% | -18.2% | -18.5% |
| 6M | -4.0% | +12.8% | -16.8% | -11.4% |
| YTD | -1.5% | +40.1% | -41.5% | -20.1% |
| 1Y | +13.2% | +46.4% | -33.2% | -10.6% |
| 3Y | +35.8% | +167.4% | -131.6% | -27.1% |
| All | +115.2% | +214.2% | -99.0% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling