+898.9%
XBI vs PCAR
+927.5%
-28.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +0.1% | +3.8% | -3.8% | -1.5% |
| 30D | +0.8% | -2.0% | +2.8% | +1.6% |
| 3M | -1.9% | -19.1% | +17.2% | +6.8% |
| 6M | +15.2% | -6.8% | +22.0% | +17.6% |
| YTD | +27.3% | -2.5% | +29.8% | +26.8% |
| 1Y | +41.5% | +9.7% | +31.8% | +34.0% |
| 3Y | +133.1% | +34.0% | +99.1% | +98.5% |
| 5Y | +23.7% | +113.3% | -89.7% | -14.4% |
| 10Y | +139.0% | +278.2% | -139.2% | +25.5% |
| All | +898.9% | +927.5% | -28.6% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling