+294.0%
PCAR vs XRT
+149.4%
+144.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.4% |
| 30D | -4.6% | +7.9% | -12.5% | -8.4% |
| 3M | -22.6% | -0.2% | -22.4% | -22.7% |
| 6M | -12.0% | +5.6% | -17.5% | -14.7% |
| YTD | -6.1% | +5.7% | -11.8% | -9.0% |
| 1Y | +6.3% | +14.6% | -8.3% | -1.2% |
| 3Y | +31.8% | +50.7% | -18.9% | +6.0% |
| 5Y | +104.2% | -4.8% | +109.0% | +101.2% |
| All | +294.0% | +149.4% | +144.6% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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