+167.9%
WMT vs PCAR
+114.5%
+53.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.4% |
| 7D | -1.6% | +2.9% | -4.5% | -2.0% |
| 30D | +12.9% | -2.1% | +15.0% | +13.2% |
| 3M | +12.6% | -20.4% | +33.0% | +16.3% |
| 6M | -3.4% | -7.0% | +3.5% | -2.8% |
| YTD | +13.5% | -2.6% | +16.2% | +13.2% |
| 1Y | +23.5% | +9.8% | +13.7% | +20.8% |
| 3Y | +137.3% | +37.3% | +100.1% | +117.8% |
| 5Y | +167.9% | +116.4% | +51.5% | +116.1% |
| All | +167.9% | +114.5% | +53.4% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling