+106.6%
PCAR vs WWD
+170.1%
-63.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -3.4% |
| 7D | +0.1% | +4.2% | -4.1% | -1.3% |
| 30D | -4.6% | -2.1% | -2.4% | -4.3% |
| 3M | -22.6% | -13.2% | -9.4% | -19.6% |
| 6M | -12.0% | -16.9% | +4.9% | -7.8% |
| YTD | -6.1% | +5.2% | -11.3% | -9.0% |
| 1Y | +6.3% | +20.6% | -14.3% | -1.5% |
| 3Y | +31.8% | +146.3% | -114.5% | -6.5% |
| All | +106.6% | +170.1% | -63.5% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling