+433.7%
WMT vs PCAR
+361.0%
+72.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -5.8% | -6.9% | +1.0% | -4.6% |
| 3M | -10.8% | +2.1% | -12.9% | -11.4% |
| 6M | -14.3% | +1.6% | -15.9% | -15.0% |
| YTD | -4.4% | +12.2% | -16.6% | -7.2% |
| 1Y | +4.3% | +28.0% | -23.7% | -1.6% |
| 3Y | +100.1% | +61.0% | +39.1% | +75.8% |
| 5Y | +130.8% | +163.9% | -33.1% | +78.0% |
| 10Y | +433.7% | +367.9% | +65.8% | +246.8% |
| All | +433.7% | +361.0% | +72.7% | +246.8% |
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