+359.1%
PCAR vs XME
+401.9%
-42.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | 0.0% | +3.6% | -3.6% | -1.4% |
| 30D | -7.7% | +3.6% | -11.4% | -9.2% |
| 3M | +3.7% | +1.2% | +2.5% | +2.6% |
| 6M | +2.3% | +9.0% | -6.7% | -2.3% |
| YTD | +12.8% | +15.9% | -3.1% | +4.4% |
| 1Y | +27.8% | +43.2% | -15.4% | +7.3% |
| 3Y | +61.8% | +137.4% | -75.6% | +7.9% |
| 5Y | +168.2% | +185.0% | -16.8% | +58.4% |
| 10Y | +359.1% | +409.5% | -50.4% | +91.3% |
| All | +359.1% | +401.9% | -42.9% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling