+172.3%
PCAR vs WEC
+31.0%
+141.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -6.2% | -1.3% | -4.9% | -6.0% |
| 3M | +5.9% | -3.9% | +9.8% | +6.8% |
| 6M | +0.4% | -8.3% | +8.7% | +2.4% |
| YTD | +14.8% | +3.1% | +11.8% | +13.7% |
| 1Y | +30.1% | +1.9% | +28.2% | +29.1% |
| 3Y | +66.7% | +41.9% | +24.7% | +51.3% |
| All | +172.3% | +31.0% | +141.3% | +144.4% |
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