+35.4%
PCAR vs WAT
+83.1%
-47.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -1.2% |
| 7D | +2.1% | +2.0% | +0.1% | +1.5% |
| 30D | -1.2% | +7.7% | -8.9% | -3.2% |
| 3M | -18.6% | +11.1% | -29.7% | -21.1% |
| 6M | -5.1% | +31.2% | -36.3% | -12.3% |
| YTD | -1.8% | +21.7% | -23.5% | -7.9% |
| 1Y | +10.6% | +19.3% | -8.7% | +4.4% |
| All | +35.4% | +83.1% | -47.7% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling