+24.2%
XLB vs PCAR
+9.2%
+15.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.5% | +3.5% | -3.0% | -0.9% |
| 30D | +6.9% | -2.3% | +9.2% | +7.8% |
| 3M | -0.2% | -19.3% | +19.2% | +8.7% |
| 6M | +3.3% | -7.1% | +10.4% | +5.8% |
| YTD | +18.0% | -2.8% | +20.8% | +18.9% |
| 1Y | +24.2% | +9.3% | +14.9% | +20.6% |
| All | +24.2% | +9.2% | +15.1% | +20.6% |
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