+12,760.8%
PCAR vs XEL
+2,071.3%
+10,689.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.0% | +3.4% |
| 7D | +2.9% | +1.1% | +1.9% | +2.5% |
| 30D | -2.1% | +8.7% | -10.8% | -5.2% |
| 3M | -20.4% | +3.5% | -23.9% | -21.5% |
| 6M | -7.0% | +2.6% | -9.5% | -8.2% |
| YTD | -2.6% | +11.1% | -13.7% | -7.0% |
| 1Y | +9.8% | +2.2% | +7.6% | +8.1% |
| 3Y | +37.3% | +51.1% | -13.9% | +13.9% |
| 5Y | +116.4% | +48.0% | +68.4% | +78.6% |
| 10Y | +293.0% | +175.3% | +117.6% | +142.2% |
| All | +12,760.8% | +2,071.3% | +10,689.6% | +2,954.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling