+336.3%
WBD vs PCAR
+1,006.7%
-670.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +163.0% | +40.6% | +122.3% | +131.0% |
| 7D | +163.0% | +40.6% | +122.3% | +131.0% |
| 30D | +163.0% | +40.6% | +122.3% | +131.0% |
| 3M | +163.0% | +40.6% | +122.3% | +131.0% |
| 6M | +163.0% | +40.6% | +122.3% | +131.0% |
| YTD | +163.0% | +40.6% | +122.3% | +131.0% |
| 1Y | +163.0% | +40.6% | +122.3% | +131.0% |
| 3Y | +206.7% | +41.6% | +165.2% | +168.8% |
| 5Y | +18.4% | +140.9% | -122.5% | -21.1% |
| 10Y | +11.8% | +293.8% | -282.0% | -43.1% |
| All | +336.3% | +1,006.7% | -670.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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