+293.0%
PCAR vs WAT
+232.2%
+60.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.3% |
| 7D | +2.9% | +6.0% | -3.1% | +0.9% |
| 30D | -2.1% | +9.9% | -12.0% | -5.3% |
| 3M | -20.4% | +17.2% | -37.5% | -24.8% |
| 6M | -7.0% | +34.2% | -41.2% | -16.3% |
| YTD | -2.6% | +25.5% | -28.1% | -11.4% |
| 1Y | +9.8% | +28.3% | -18.5% | -0.9% |
| 3Y | +37.3% | +88.4% | -51.1% | +4.0% |
| 5Y | +116.4% | +36.1% | +80.3% | +79.9% |
| 10Y | +293.0% | +234.8% | +58.1% | +127.0% |
| All | +293.0% | +232.2% | +60.8% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling