+113.2%
WDC vs PCAR
+12.4%
+100.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.0% | -10.8% | -9.3% |
| 7D | -18.3% | +3.7% | -22.0% | -20.4% |
| 30D | -26.7% | -2.9% | -23.7% | -25.4% |
| 3M | -40.9% | -21.7% | -19.2% | -28.9% |
| 6M | -26.8% | -6.6% | -20.1% | -24.2% |
| YTD | +88.2% | -2.2% | +90.4% | +90.2% |
| 1Y | +113.2% | +12.2% | +101.0% | +121.6% |
| All | +113.2% | +12.4% | +100.8% | +121.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling