+35.0%
PCAR vs WEC
+57.1%
-22.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +2.2% | +3.2% | -1.1% | +1.5% |
| 30D | -4.4% | +14.7% | -19.1% | -7.0% |
| 3M | -21.4% | +10.2% | -31.7% | -23.0% |
| 6M | -7.3% | +4.5% | -11.8% | -8.4% |
| YTD | -3.8% | +15.1% | -18.9% | -6.6% |
| 1Y | +6.3% | +9.4% | -3.1% | +4.2% |
| All | +35.0% | +57.1% | -22.0% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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