+9.5%
PCAR vs WM
+20.0%
-10.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.7% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | -2.1% | +13.3% | -15.4% | -3.9% |
| 3M | -20.4% | +4.4% | -24.7% | -21.1% |
| 6M | -7.0% | +10.8% | -17.8% | -8.5% |
| YTD | -2.6% | +9.1% | -11.7% | -4.1% |
| All | +9.5% | +20.0% | -10.5% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling