+23.7%
WMT vs PCAR
+9.3%
+14.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.3% |
| 7D | -1.6% | +2.9% | -4.5% | -1.9% |
| 30D | +12.9% | -2.1% | +15.0% | +13.0% |
| 3M | +12.6% | -20.4% | +33.0% | +14.3% |
| 6M | -3.4% | -7.0% | +3.5% | -3.7% |
| YTD | +13.5% | -2.6% | +16.2% | +13.4% |
| All | +23.7% | +9.3% | +14.4% | +23.8% |
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 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