+67.6%
PCAR vs WY
-21.8%
+89.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | -0.5% | -1.7% | +1.2% | +0.2% |
| 30D | -6.2% | -10.1% | +3.9% | -1.9% |
| 3M | +5.9% | -5.1% | +11.0% | +8.0% |
| 6M | +0.4% | -4.8% | +5.2% | +2.1% |
| YTD | +14.8% | -0.2% | +15.1% | +13.9% |
| 1Y | +30.1% | -6.6% | +36.7% | +32.7% |
| All | +67.6% | -21.8% | +89.4% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling