+106.6%
PCAR vs XME
+110.8%
-4.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.8% | -3.5% |
| 7D | +0.1% | -4.5% | +4.5% | +1.5% |
| 30D | -4.6% | -10.9% | +6.3% | -1.2% |
| 3M | -22.6% | -15.3% | -7.3% | -18.8% |
| 6M | -12.0% | -24.6% | +12.7% | -4.5% |
| YTD | -6.1% | -9.6% | +3.5% | -4.9% |
| 1Y | +6.3% | +2.9% | +3.4% | +2.7% |
| 3Y | +31.8% | +86.9% | -55.1% | +0.1% |
| All | +106.6% | +110.8% | -4.2% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling