+9.5%
PCAR vs WAT
+27.0%
-17.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.8% |
| 7D | +2.9% | +6.0% | -3.1% | +1.7% |
| 30D | -2.1% | +9.9% | -12.0% | -4.1% |
| 3M | -20.4% | +17.2% | -37.5% | -23.1% |
| 6M | -7.0% | +34.2% | -41.2% | -12.9% |
| YTD | -2.6% | +25.5% | -28.1% | -7.0% |
| All | +9.5% | +27.0% | -17.6% | +4.2% |
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