+169.1%
XLB vs PCAR
+296.2%
-127.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.5% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +6.1% | -4.6% | +10.6% | +8.5% |
| 3M | 0.0% | -22.6% | +22.6% | +13.7% |
| 6M | 0.0% | -12.0% | +11.9% | +5.9% |
| YTD | +16.0% | -6.1% | +22.1% | +18.4% |
| 1Y | +24.7% | +6.3% | +18.4% | +19.1% |
| 3Y | +40.4% | +31.8% | +8.6% | +14.2% |
| 5Y | +30.7% | +104.2% | -73.5% | -19.3% |
| All | +169.1% | +296.2% | -127.1% | +15.5% |
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