+12,741.4%
PCAR vs WY
+606.3%
+12,135.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +1.0% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -2.3% | +8.0% | -10.3% | -6.0% |
| 3M | -19.3% | -17.7% | -1.7% | -12.0% |
| 6M | -7.1% | -10.8% | +3.6% | -2.9% |
| YTD | -2.8% | -10.6% | +7.8% | +1.2% |
| 1Y | +9.3% | -5.7% | +15.0% | +10.8% |
| 3Y | +33.5% | -24.8% | +58.3% | +48.0% |
| 5Y | +112.6% | -31.7% | +144.4% | +142.1% |
| 10Y | +276.9% | +2.9% | +274.0% | +212.2% |
| All | +12,741.4% | +606.3% | +12,135.1% | +4,713.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling