+167.7%
XLB vs PCAR
+326.7%
-158.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | 0.0% |
| 7D | -1.4% | +2.9% | -4.3% | -2.8% |
| 30D | +7.1% | -2.1% | +9.2% | +8.2% |
| 3M | +0.6% | -20.4% | +21.0% | +12.7% |
| 6M | +3.5% | -7.0% | +10.4% | +6.6% |
| YTD | +18.2% | -2.6% | +20.9% | +18.4% |
| 1Y | +25.6% | +9.8% | +15.8% | +18.0% |
| 3Y | +46.7% | +37.3% | +9.4% | +16.8% |
| 5Y | +30.9% | +116.4% | -85.5% | -21.7% |
| 10Y | +167.7% | +293.0% | -125.2% | +15.0% |
| All | +167.7% | +326.7% | -158.9% | +15.0% |
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