+932.1%
PCAR vs XHB
+182.7%
+749.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +1.4% |
| 7D | +2.9% | +1.3% | +1.6% | +2.0% |
| 30D | -2.1% | +11.8% | -13.9% | -9.1% |
| 3M | -20.4% | -3.8% | -16.5% | -18.7% |
| 6M | -7.0% | +4.1% | -11.1% | -10.1% |
| YTD | -2.6% | +4.0% | -6.6% | -6.3% |
| 1Y | +9.8% | +1.6% | +8.2% | +7.2% |
| 3Y | +37.3% | +43.2% | -5.9% | +4.9% |
| 5Y | +116.4% | +35.8% | +80.6% | +65.4% |
| 10Y | +293.0% | +259.3% | +33.7% | +48.2% |
| All | +932.1% | +182.7% | +749.5% | +203.2% |
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