+895.5%
PCAR vs XHB
+172.9%
+722.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.5% |
| 7D | +0.1% | +1.3% | -1.2% | -0.9% |
| 30D | -4.6% | +7.8% | -12.4% | -9.3% |
| 3M | -22.6% | -5.5% | -17.1% | -20.1% |
| 6M | -12.0% | -2.6% | -9.4% | -11.3% |
| YTD | -6.1% | +0.4% | -6.4% | -7.6% |
| 1Y | +6.3% | -1.0% | +7.3% | +5.5% |
| 3Y | +31.8% | +37.3% | -5.5% | +3.4% |
| 5Y | +104.2% | +33.7% | +70.5% | +57.4% |
| 10Y | +302.9% | +256.9% | +46.0% | +52.5% |
| All | +895.5% | +172.9% | +722.7% | +199.0% |
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