+287.1%
PCAR vs WPM
+749.7%
-462.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +4.9% | -3.6% | +8.5% | +5.2% |
| 30D | -1.4% | +1.4% | -2.9% | -1.6% |
| 3M | -18.1% | -0.2% | -18.0% | -18.3% |
| 6M | -4.0% | -7.3% | +3.3% | -3.9% |
| YTD | -1.5% | +12.3% | -13.8% | -2.6% |
| 1Y | +13.2% | +24.9% | -11.7% | +11.2% |
| 3Y | +35.8% | +210.4% | -174.6% | +25.4% |
| 5Y | +114.6% | +210.4% | -95.7% | +95.8% |
| All | +287.1% | +749.7% | -462.6% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling