+12,611.2%
PCAR vs WM
+29,154.7%
-16,543.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.7% | -1.9% |
| 7D | +2.2% | +4.5% | -2.3% | +0.9% |
| 30D | -4.4% | +16.1% | -20.5% | -8.3% |
| 3M | -21.4% | +8.0% | -29.5% | -23.2% |
| 6M | -7.3% | +8.4% | -15.8% | -9.7% |
| YTD | -3.8% | +11.2% | -15.0% | -7.0% |
| 1Y | +6.3% | +22.3% | -16.0% | 0.0% |
| 3Y | +34.4% | +50.2% | -15.9% | +18.7% |
| 5Y | +109.2% | +63.3% | +45.9% | +79.7% |
| 10Y | +312.9% | +355.0% | -42.1% | +171.0% |
| All | +12,611.2% | +29,154.7% | -16,543.5% | +5,223.9% |
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 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