+12,813.1%
PCAR vs WM
+28,817.6%
-16,004.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.6% |
| 7D | +3.7% | +5.9% | -2.3% | +2.0% |
| 30D | -2.9% | +15.4% | -18.3% | -6.7% |
| 3M | -21.7% | +6.3% | -28.1% | -23.1% |
| 6M | -6.6% | +5.6% | -12.2% | -8.4% |
| YTD | -2.2% | +9.9% | -12.2% | -5.3% |
| 1Y | +12.2% | +20.8% | -8.6% | +5.9% |
| 3Y | +36.5% | +48.5% | -12.0% | +21.0% |
| 5Y | +113.5% | +60.6% | +53.0% | +84.3% |
| 10Y | +319.4% | +349.8% | -30.3% | +176.2% |
| All | +12,813.1% | +28,817.6% | -16,004.5% | +5,326.0% |
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