+1,117.3%
PCAR vs XHB
+173.9%
+943.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.5% |
| 7D | -0.5% | -1.3% | +0.8% | +0.3% |
| 30D | -6.2% | -6.9% | +0.6% | -2.0% |
| 3M | +5.9% | -1.3% | +7.2% | +6.2% |
| 6M | +0.4% | -6.8% | +7.2% | +4.2% |
| YTD | +14.8% | +0.7% | +14.1% | +13.2% |
| 1Y | +30.1% | -11.2% | +41.3% | +38.8% |
| 3Y | +66.7% | +25.3% | +41.3% | +39.0% |
| 5Y | +166.1% | +37.3% | +128.8% | +102.3% |
| 10Y | +353.7% | +211.5% | +142.2% | +88.8% |
| All | +1,117.3% | +173.9% | +943.4% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling