+172.3%
PCAR vs WAT
-3.2%
+175.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | -6.2% | +2.3% | -8.6% | -6.9% |
| 3M | +5.9% | +8.7% | -2.8% | +3.4% |
| 6M | +0.4% | +28.3% | -27.9% | -6.9% |
| YTD | +14.8% | +7.8% | +7.0% | +11.4% |
| 1Y | +30.1% | +36.6% | -6.5% | +17.8% |
| 3Y | +66.7% | +45.7% | +21.0% | +46.1% |
| All | +172.3% | -3.2% | +175.5% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling