+949.8%
PCAR vs XME
+242.3%
+707.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -6.2% | +6.0% | -12.2% | -9.2% |
| 3M | +5.9% | -7.7% | +13.6% | +9.1% |
| 6M | +0.4% | +1.0% | -0.6% | -1.7% |
| YTD | +14.8% | +14.6% | +0.2% | +4.7% |
| 1Y | +30.1% | +46.0% | -15.8% | +3.8% |
| 3Y | +66.7% | +127.0% | -60.4% | +3.5% |
| 5Y | +166.1% | +175.8% | -9.7% | +41.7% |
| 10Y | +353.7% | +414.6% | -61.0% | +56.5% |
| All | +949.8% | +242.3% | +707.5% | +255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling