+858.3%
PCAR vs WU
-19.6%
+877.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | -6.2% | -1.1% | -5.1% | -5.9% |
| 3M | +5.9% | -3.9% | +9.8% | +5.6% |
| 6M | +0.4% | -20.7% | +21.1% | +9.7% |
| YTD | +14.8% | -18.4% | +33.2% | +23.0% |
| 1Y | +30.1% | -8.1% | +38.2% | +29.5% |
| 3Y | +66.7% | -24.2% | +90.8% | +78.0% |
| 5Y | +166.1% | -50.4% | +216.6% | +243.8% |
| 10Y | +353.7% | -40.0% | +393.7% | +392.5% |
| All | +858.3% | -19.6% | +877.9% | +689.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling