+168.2%
PCAR vs XEL
+33.1%
+135.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | -7.7% | -1.5% | -6.2% | -7.5% |
| 3M | +3.7% | -0.2% | +3.9% | +3.6% |
| 6M | +2.3% | -5.4% | +7.7% | +3.3% |
| YTD | +12.8% | +5.6% | +7.2% | +11.2% |
| 1Y | +27.8% | +10.5% | +17.3% | +24.5% |
| 3Y | +61.8% | +49.2% | +12.6% | +46.0% |
| 5Y | +168.2% | +30.1% | +138.1% | +144.0% |
| All | +168.2% | +33.1% | +135.1% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling