+27.4%
WMT vs PCAR
+12.4%
+15.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.6% | +3.1% |
| 7D | +8.8% | +3.7% | +5.1% | +8.4% |
| 30D | +22.9% | -2.9% | +25.9% | +23.1% |
| 3M | +16.1% | -21.7% | +37.8% | +17.8% |
| 6M | -0.5% | -6.6% | +6.2% | -0.8% |
| YTD | +16.7% | -2.2% | +18.9% | +16.9% |
| 1Y | +27.4% | +12.2% | +15.1% | +28.6% |
| All | +27.4% | +12.4% | +15.0% | +28.6% |
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