+367.9%
PCAR vs WY
+5.8%
+362.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.2% | -1.7% | +1.5% | +0.5% |
| 30D | -6.9% | -9.9% | +3.0% | -3.0% |
| 3M | +2.1% | -7.5% | +9.6% | +5.0% |
| 6M | +1.6% | -5.1% | +6.7% | +3.3% |
| YTD | +12.2% | -2.1% | +14.3% | +12.4% |
| 1Y | +28.0% | -7.3% | +35.4% | +30.9% |
| 3Y | +61.0% | -22.6% | +83.6% | +74.3% |
| 5Y | +163.9% | -19.8% | +183.7% | +177.5% |
| 10Y | +367.9% | +9.6% | +358.3% | +306.1% |
| All | +367.9% | +5.8% | +362.1% | +306.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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