+279.0%
PCAR vs WPM
+518.9%
-239.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.6% |
| 7D | +0.1% | +16.9% | -16.9% | -1.1% |
| 30D | -4.6% | +2.0% | -6.5% | -4.8% |
| 3M | -22.6% | +8.9% | -31.5% | -23.2% |
| 6M | -12.0% | +1.6% | -13.5% | -12.4% |
| YTD | -6.1% | +16.5% | -22.6% | -7.3% |
| 1Y | +6.3% | +42.2% | -35.9% | +4.0% |
| 3Y | +31.8% | +213.3% | -181.5% | +22.6% |
| 5Y | +104.2% | +249.9% | -145.7% | +87.1% |
| All | +279.0% | +518.9% | -239.9% | +241.6% |
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