+10,838.7%
PCAR vs WAB
+4,092.2%
+6,746.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -0.5% | -3.2% | +2.7% | +0.8% |
| 30D | -6.2% | -4.4% | -1.8% | -4.5% |
| 3M | +5.9% | +7.9% | -2.0% | +2.5% |
| 6M | +0.4% | +8.7% | -8.3% | -3.1% |
| YTD | +14.8% | +33.0% | -18.2% | +2.1% |
| 1Y | +30.1% | +46.7% | -16.5% | +11.0% |
| 3Y | +66.7% | +153.0% | -86.3% | +13.2% |
| 5Y | +166.1% | +222.3% | -56.1% | +63.3% |
| 10Y | +353.7% | +291.0% | +62.7% | +138.0% |
| All | +10,838.7% | +4,092.2% | +6,746.5% | +2,830.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling