+113.3%
PCAR vs WM
+61.6%
+51.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +3.8% | +1.2% | +2.7% | +3.5% |
| 30D | -2.0% | +13.7% | -15.6% | -5.7% |
| 3M | -19.1% | +5.2% | -24.3% | -20.4% |
| 6M | -6.8% | +11.2% | -18.0% | -10.1% |
| YTD | -2.5% | +9.4% | -11.9% | -5.7% |
| 1Y | +9.7% | +20.4% | -10.7% | +2.6% |
| 3Y | +34.0% | +44.7% | -10.7% | +15.7% |
| 5Y | +113.3% | +58.5% | +54.9% | +79.9% |
| All | +113.3% | +61.6% | +51.7% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling