+294.0%
PCAR vs WM
+339.4%
-45.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.5% |
| 30D | -4.6% | +13.1% | -17.6% | -10.0% |
| 3M | -22.6% | +3.6% | -26.2% | -24.0% |
| 6M | -12.0% | +8.1% | -20.0% | -15.7% |
| YTD | -6.1% | +8.9% | -15.0% | -10.8% |
| 1Y | +6.3% | +20.3% | -14.0% | -4.0% |
| 3Y | +31.8% | +46.2% | -14.4% | +5.0% |
| 5Y | +104.2% | +59.9% | +44.3% | +52.3% |
| All | +294.0% | +339.4% | -45.4% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling