+117.3%
PCAR vs XRT
-1.3%
+118.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +2.2% | -1.4% | +3.6% | +3.0% |
| 30D | +0.3% | +9.8% | -9.4% | -4.4% |
| 3M | -17.9% | +3.3% | -21.2% | -19.4% |
| 6M | -3.4% | +13.6% | -17.0% | -9.8% |
| YTD | -0.1% | +9.1% | -9.2% | -4.7% |
| 1Y | +13.4% | +15.1% | -1.7% | +5.3% |
| 3Y | +37.2% | +59.9% | -22.7% | +9.3% |
| 5Y | +117.3% | -1.7% | +119.1% | +101.2% |
| All | +117.3% | -1.3% | +118.6% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling