+293.0%
PCAR vs WCC
+492.1%
-199.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.5% | +1.2% |
| 7D | +2.9% | -5.7% | +8.6% | +4.1% |
| 30D | -2.1% | -13.5% | +11.3% | +1.2% |
| 3M | -20.4% | -12.9% | -7.5% | -18.2% |
| 6M | -7.0% | -10.7% | +3.7% | -5.8% |
| YTD | -2.6% | +30.0% | -32.6% | -13.1% |
| 1Y | +9.8% | +24.7% | -14.9% | -0.8% |
| 3Y | +37.3% | +136.6% | -99.3% | -3.9% |
| 5Y | +116.4% | +143.9% | -27.5% | +42.5% |
| 10Y | +293.0% | +465.9% | -173.0% | +81.3% |
| All | +293.0% | +492.1% | -199.1% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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