+115.2%
PCAR vs WCN
+48.0%
+67.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | +2.6% | +2.3% | +4.2% |
| 30D | -1.4% | +23.9% | -25.4% | -7.4% |
| 3M | -18.1% | +17.4% | -35.6% | -21.9% |
| 6M | -4.0% | +28.0% | -32.0% | -11.2% |
| YTD | -1.5% | +11.6% | -13.0% | -4.9% |
| 1Y | +13.2% | +16.9% | -3.7% | +7.5% |
| 3Y | +35.8% | +51.6% | -15.8% | +14.8% |
| All | +115.2% | +48.0% | +67.3% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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