+287.1%
PCAR vs XEL
+187.7%
+99.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.9% | +2.4% | +2.5% | +4.2% |
| 30D | -1.4% | +8.3% | -9.7% | -3.6% |
| 3M | -18.1% | +4.2% | -22.3% | -19.1% |
| 6M | -4.0% | +3.7% | -7.7% | -5.2% |
| YTD | -1.5% | +13.1% | -14.5% | -5.1% |
| 1Y | +13.2% | +5.0% | +8.2% | +11.2% |
| 3Y | +35.8% | +55.0% | -19.2% | +17.9% |
| 5Y | +114.6% | +51.8% | +62.8% | +85.7% |
| All | +287.1% | +187.7% | +99.4% | +245.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling