+9,174.6%
PCAR vs WAB
+4,319.4%
+4,855.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.5% | +1.6% |
| 7D | +2.9% | +4.0% | -1.1% | +1.2% |
| 30D | -2.1% | +4.5% | -6.6% | -4.1% |
| 3M | -20.4% | +2.3% | -22.7% | -21.3% |
| 6M | -7.0% | +12.5% | -19.4% | -11.7% |
| YTD | -2.6% | +40.2% | -42.8% | -15.6% |
| 1Y | +9.8% | +45.2% | -35.4% | -6.1% |
| 3Y | +37.3% | +171.8% | -134.5% | -9.7% |
| 5Y | +116.4% | +217.6% | -101.2% | +33.1% |
| 10Y | +293.0% | +285.3% | +7.6% | +106.8% |
| All | +9,174.6% | +4,319.4% | +4,855.2% | +2,324.3% |
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