+164.2%
XLB vs PCAR
+291.3%
-127.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.5% | +3.5% | -3.0% | -1.3% |
| 30D | +6.9% | -2.3% | +9.2% | +8.1% |
| 3M | -0.2% | -19.3% | +19.2% | +11.1% |
| 6M | +3.3% | -7.1% | +10.4% | +6.5% |
| YTD | +18.0% | -2.8% | +20.8% | +18.3% |
| 1Y | +24.2% | +9.3% | +14.9% | +16.9% |
| 3Y | +44.7% | +33.5% | +11.2% | +17.1% |
| 5Y | +31.6% | +112.6% | -81.1% | -20.5% |
| 10Y | +164.2% | +276.9% | -112.7% | +14.5% |
| All | +164.2% | +291.3% | -127.1% | +14.5% |
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