+12.2%
PCAR vs WAT
+32.9%
-20.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.4% | +3.7% |
| 7D | +3.7% | -1.9% | +5.6% | +4.0% |
| 30D | -2.9% | +6.2% | -9.2% | -4.2% |
| 3M | -21.7% | +18.1% | -39.8% | -24.6% |
| 6M | -6.6% | +54.9% | -61.5% | -15.5% |
| YTD | -2.2% | +23.1% | -25.4% | -6.3% |
| 1Y | +12.2% | +27.3% | -15.1% | +5.0% |
| All | +12.2% | +32.9% | -20.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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