+15,068.3%
PCAR vs WM
+26,336.4%
-11,268.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -6.2% | -2.4% | -3.9% | -5.6% |
| 3M | +5.9% | +0.4% | +5.5% | +5.5% |
| 6M | +0.4% | -9.5% | +9.9% | +2.8% |
| YTD | +14.8% | +0.5% | +14.3% | +14.2% |
| 1Y | +30.1% | -1.1% | +31.2% | +29.7% |
| 3Y | +66.7% | +46.0% | +20.6% | +48.4% |
| 5Y | +166.1% | +51.8% | +114.3% | +133.5% |
| 10Y | +353.7% | +307.5% | +46.2% | +207.0% |
| All | +15,068.3% | +26,336.4% | -11,268.1% | +6,437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling