+37.7%
PCAR vs XRT
+61.0%
-23.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +2.2% | -1.4% | +3.6% | +3.1% |
| 30D | +0.3% | +9.8% | -9.4% | -5.5% |
| 3M | -17.9% | +3.3% | -21.2% | -19.8% |
| 6M | -3.4% | +13.6% | -17.0% | -11.4% |
| YTD | -0.1% | +9.1% | -9.2% | -5.9% |
| 1Y | +13.4% | +15.1% | -1.7% | +3.2% |
| All | +37.7% | +61.0% | -23.3% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling