+359.1%
PCAR vs WPM
+502.1%
-143.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | 0.0% | +7.0% | -7.0% | -0.4% |
| 30D | -7.7% | +15.7% | -23.5% | -8.7% |
| 3M | +3.7% | +35.2% | -31.5% | +1.4% |
| 6M | +2.3% | +6.1% | -3.8% | +1.4% |
| YTD | +12.8% | +32.6% | -19.8% | +10.5% |
| 1Y | +27.8% | +46.9% | -19.2% | +24.5% |
| 3Y | +61.8% | +276.3% | -214.5% | +48.8% |
| 5Y | +168.2% | +260.0% | -91.8% | +144.7% |
| 10Y | +359.1% | +508.5% | -149.4% | +316.0% |
| All | +359.1% | +502.1% | -143.0% | +316.0% |
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