+295.0%
PCAR vs WY
+3.1%
+291.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.2% | -5.1% | +7.3% | +4.3% |
| 30D | +0.3% | +9.0% | -8.7% | -3.2% |
| 3M | -17.9% | -16.7% | -1.2% | -12.0% |
| 6M | -3.4% | -10.3% | +6.8% | +0.2% |
| YTD | -0.1% | -10.5% | +10.4% | +3.4% |
| 1Y | +13.4% | -5.9% | +19.3% | +15.0% |
| 3Y | +37.2% | -24.7% | +61.9% | +49.9% |
| 5Y | +117.3% | -31.5% | +148.9% | +143.2% |
| 10Y | +295.0% | +4.7% | +290.2% | +247.0% |
| All | +295.0% | +3.1% | +291.9% | +247.0% |
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