+758.6%
PCAR vs XRT
+529.0%
+229.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.1% |
| 7D | +0.1% | +0.9% | -0.8% | -0.7% |
| 30D | -4.6% | +7.9% | -12.5% | -10.1% |
| 3M | -22.6% | -0.2% | -22.4% | -22.8% |
| 6M | -12.0% | +5.6% | -17.5% | -16.1% |
| YTD | -6.1% | +5.7% | -11.8% | -10.6% |
| 1Y | +6.3% | +14.6% | -8.3% | -4.8% |
| 3Y | +31.8% | +50.7% | -18.9% | -6.2% |
| 5Y | +104.2% | -4.8% | +109.0% | +95.5% |
| 10Y | +302.9% | +152.6% | +150.3% | +41.0% |
| All | +758.6% | +529.0% | +229.5% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling