+20.8%
XBI vs PCAR
+165.3%
-144.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.7% |
| 3M | +21.4% | +2.1% | +19.3% | +19.6% |
| 6M | +25.5% | +1.6% | +23.9% | +23.6% |
| YTD | +30.8% | +12.2% | +18.6% | +23.0% |
| 1Y | +68.6% | +28.0% | +40.5% | +49.0% |
| 3Y | +103.9% | +61.0% | +43.0% | +54.5% |
| 5Y | +20.8% | +163.9% | -143.2% | -29.3% |
| All | +20.8% | +165.3% | -144.5% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling