+359.1%
PCAR vs WU
-41.4%
+400.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.9% |
| 7D | 0.0% | -0.8% | +0.9% | +0.3% |
| 30D | -7.7% | -1.1% | -6.6% | -7.5% |
| 3M | +3.7% | -1.8% | +5.5% | +2.8% |
| 6M | +2.3% | -23.9% | +26.2% | +11.3% |
| YTD | +12.8% | -20.4% | +33.2% | +20.1% |
| 1Y | +27.8% | -10.6% | +38.3% | +28.8% |
| 3Y | +61.8% | -27.7% | +89.5% | +73.9% |
| 5Y | +168.2% | -51.1% | +219.3% | +232.8% |
| 10Y | +359.1% | -40.7% | +399.8% | +412.8% |
| All | +359.1% | -41.4% | +400.5% | +412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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