+164.0%
XBI vs PCAR
+361.0%
-197.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | +0.9% | -6.9% | +7.7% | +4.0% |
| 3M | +21.4% | +2.1% | +19.3% | +19.5% |
| 6M | +25.5% | +1.6% | +23.9% | +23.5% |
| YTD | +30.8% | +12.2% | +18.6% | +22.5% |
| 1Y | +68.6% | +28.0% | +40.5% | +48.0% |
| 3Y | +103.9% | +61.0% | +43.0% | +55.8% |
| 5Y | +20.8% | +163.9% | -143.2% | -28.5% |
| 10Y | +164.0% | +367.9% | -203.9% | -2.6% |
| All | +164.0% | +361.0% | -197.0% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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