+106.6%
PCAR vs WCC
+117.0%
-10.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.0% |
| 7D | +0.1% | -14.7% | +14.8% | +4.0% |
| 30D | -4.6% | -20.1% | +15.5% | +0.6% |
| 3M | -22.6% | -21.2% | -1.4% | -18.3% |
| 6M | -12.0% | -19.2% | +7.2% | -8.4% |
| YTD | -6.1% | +20.2% | -26.3% | -13.9% |
| 1Y | +6.3% | +14.5% | -8.1% | -1.2% |
| 3Y | +31.8% | +115.1% | -83.3% | -3.7% |
| All | +106.6% | +117.0% | -10.3% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling