+278.2%
PCAR vs WY
0.0%
+278.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +1.1% |
| 7D | +3.8% | +0.2% | +3.6% | +3.7% |
| 30D | -2.0% | +8.0% | -10.0% | -5.1% |
| 3M | -19.1% | -17.7% | -1.4% | -12.8% |
| 6M | -6.8% | -10.8% | +4.0% | -3.1% |
| YTD | -2.5% | -10.6% | +8.1% | +1.0% |
| 1Y | +9.7% | -5.7% | +15.4% | +11.1% |
| 3Y | +34.0% | -24.8% | +58.7% | +46.4% |
| 5Y | +113.3% | -31.7% | +145.1% | +139.0% |
| 10Y | +278.2% | +2.9% | +275.3% | +231.3% |
| All | +278.2% | 0.0% | +278.2% | +231.3% |
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