+19.8%
PCAR vs WETO
-99.4%
+119.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | +0.6% |
| 7D | -1.6% | -19.9% | +18.3% | -1.6% |
| 30D | -7.3% | -42.7% | +35.4% | -6.4% |
| 3M | +7.8% | -97.7% | +105.5% | +7.6% |
| 6M | +3.6% | -94.4% | +98.0% | +3.6% |
| YTD | +12.9% | -97.0% | +109.9% | +13.1% |
| 1Y | +27.3% | -98.9% | +126.2% | +27.9% |
| All | +19.8% | -99.4% | +119.2% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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