+7.0%
WMT vs PCAR
+32.4%
-25.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +3.9% | -0.5% | +4.4% | +3.9% |
| 30D | -4.4% | -6.2% | +1.8% | -4.0% |
| 3M | -8.8% | +5.9% | -14.7% | -9.4% |
| 6M | -15.6% | +0.4% | -16.0% | -16.2% |
| YTD | -3.2% | +14.8% | -18.0% | -4.5% |
| 1Y | +7.0% | +30.1% | -23.1% | +4.9% |
| All | +7.0% | +32.4% | -25.3% | +4.9% |
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