+30.1%
PCAR vs XEL
+7.2%
+22.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -0.5% | -1.0% | +0.4% | -0.4% |
| 30D | -6.2% | -1.9% | -4.3% | -6.0% |
| 3M | +5.9% | -1.9% | +7.8% | +6.0% |
| 6M | +0.4% | -7.4% | +7.8% | +1.2% |
| YTD | +14.8% | +4.1% | +10.8% | +14.4% |
| 1Y | +30.1% | +8.0% | +22.1% | +28.2% |
| All | +30.1% | +7.2% | +22.9% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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