+24.4%
XLB vs PCAR
+9.3%
+15.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.4% |
| 7D | -1.4% | +2.9% | -4.3% | -2.5% |
| 30D | +7.1% | -2.1% | +9.2% | +7.9% |
| 3M | +0.6% | -20.4% | +21.0% | +10.1% |
| 6M | +3.5% | -7.0% | +10.4% | +5.9% |
| YTD | +18.2% | -2.6% | +20.9% | +19.0% |
| All | +24.4% | +9.3% | +15.1% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling