+114.0%
PCAR vs WEC
+55.1%
+58.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +2.1% | -0.7% | +2.8% | +2.3% |
| 30D | -1.2% | +11.0% | -12.2% | -3.8% |
| 3M | -18.6% | +8.6% | -27.2% | -20.4% |
| 6M | -5.1% | +6.2% | -11.2% | -6.7% |
| YTD | -1.8% | +14.3% | -16.1% | -5.3% |
| 1Y | +10.6% | +8.4% | +2.3% | +8.1% |
| 3Y | +34.9% | +62.9% | -27.9% | +17.8% |
| 5Y | +114.0% | +55.8% | +58.1% | +83.6% |
| All | +114.0% | +55.1% | +58.9% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling