+37.3%
PCAR vs WSM
+264.9%
-227.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.0% |
| 7D | +2.9% | +0.9% | +2.1% | +2.7% |
| 30D | -2.1% | +8.6% | -10.7% | -4.0% |
| 3M | -20.4% | +4.2% | -24.6% | -21.3% |
| 6M | -7.0% | +44.6% | -51.6% | -14.8% |
| YTD | -2.6% | +48.5% | -51.2% | -11.4% |
| 1Y | +9.8% | +34.7% | -24.9% | +1.8% |
| 3Y | +37.3% | +271.0% | -233.8% | +3.7% |
| All | +37.3% | +264.9% | -227.7% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling