+660.4%
WDC vs PCAR
+291.3%
+369.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -16.7% | +3.5% | -20.2% | -18.7% |
| 30D | -27.2% | -2.3% | -24.9% | -26.2% |
| 3M | -34.0% | -19.3% | -14.7% | -23.3% |
| 6M | -39.7% | -7.1% | -32.6% | -37.0% |
| YTD | +68.1% | -2.8% | +70.8% | +70.8% |
| 1Y | +66.3% | +9.3% | +57.0% | +54.7% |
| 3Y | +754.4% | +33.5% | +720.9% | +546.5% |
| 5Y | +595.8% | +112.6% | +483.1% | +252.8% |
| 10Y | +660.4% | +276.9% | +383.5% | +165.2% |
| All | +660.4% | +291.3% | +369.1% | +165.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling