+10,575.1%
WMT vs PCAR
+12,524.9%
-1,949.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.2% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | +16.1% | -4.6% | +20.6% | +17.3% |
| 3M | +12.3% | -22.6% | +34.8% | +19.1% |
| 6M | -3.1% | -12.0% | +8.9% | -0.6% |
| YTD | +13.4% | -6.1% | +19.5% | +14.2% |
| 1Y | +24.5% | +6.3% | +18.2% | +21.6% |
| 3Y | +135.7% | +31.8% | +103.9% | +114.7% |
| 5Y | +166.8% | +104.2% | +62.7% | +115.7% |
| 10Y | +543.4% | +302.9% | +240.5% | +326.5% |
| All | +10,575.1% | +12,524.9% | -1,949.8% | +1,883.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling