+965.1%
PCAR vs WPM
+5,535.3%
-4,570.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -1.9% | +2.8% |
| 7D | +2.9% | +20.8% | -17.9% | 0.0% |
| 30D | -2.1% | +3.8% | -6.0% | -2.9% |
| 3M | -20.4% | +7.4% | -27.8% | -21.6% |
| 6M | -7.0% | +4.0% | -10.9% | -8.3% |
| YTD | -2.6% | +23.0% | -25.7% | -6.9% |
| 1Y | +9.8% | +45.9% | -36.2% | +2.2% |
| 3Y | +37.3% | +242.9% | -205.7% | +10.0% |
| 5Y | +116.4% | +259.5% | -143.1% | +69.3% |
| 10Y | +293.0% | +577.7% | -284.8% | +160.7% |
| All | +965.1% | +5,535.3% | -4,570.2% | +324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling