+287.1%
PCAR vs XRT
+136.4%
+150.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +4.9% | +1.7% | +3.2% | +4.0% |
| 30D | -1.4% | +7.5% | -8.9% | -5.1% |
| 3M | -18.1% | +2.2% | -20.3% | -19.2% |
| 6M | -4.0% | +14.7% | -18.7% | -10.9% |
| YTD | -1.5% | +7.5% | -9.0% | -5.4% |
| 1Y | +13.2% | +14.1% | -0.9% | +5.4% |
| 3Y | +35.8% | +58.8% | -23.0% | +6.5% |
| 5Y | +114.6% | -3.9% | +118.5% | +110.6% |
| All | +287.1% | +136.4% | +150.8% | +108.6% |
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