+367.2%
PCAR vs XRT
+129.4%
+237.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | -6.2% | -4.2% | -2.0% | -4.2% |
| 3M | +5.9% | +5.1% | +0.8% | +3.0% |
| 6M | +0.4% | +2.4% | -2.0% | -1.0% |
| YTD | +14.8% | +3.2% | +11.6% | +12.8% |
| 1Y | +30.1% | +1.5% | +28.6% | +28.8% |
| 3Y | +66.7% | +40.6% | +26.1% | +38.9% |
| 5Y | +166.1% | -1.0% | +167.1% | +156.5% |
| All | +367.2% | +129.4% | +237.8% | +151.9% |
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