+168.2%
PCAR vs XHB
+37.2%
+131.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.5% |
| 7D | 0.0% | +0.2% | -0.1% | -0.1% |
| 30D | -7.7% | -9.1% | +1.3% | -3.0% |
| 3M | +3.7% | -2.3% | +6.0% | +4.6% |
| 6M | +2.3% | -4.1% | +6.4% | +4.1% |
| YTD | +12.8% | -1.7% | +14.5% | +13.1% |
| 1Y | +27.8% | -15.1% | +42.9% | +38.2% |
| 3Y | +61.8% | +26.8% | +35.0% | +40.1% |
| 5Y | +168.2% | +37.3% | +130.9% | +116.5% |
| All | +168.2% | +37.2% | +131.0% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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