+46.7%
XLB vs PCAR
+36.1%
+10.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.6% |
| 7D | -1.4% | +2.9% | -4.3% | -2.4% |
| 30D | +7.1% | -2.1% | +9.2% | +7.9% |
| 3M | +0.6% | -20.4% | +21.0% | +9.2% |
| 6M | +3.5% | -7.0% | +10.4% | +5.8% |
| YTD | +18.2% | -2.6% | +20.9% | +18.8% |
| 1Y | +25.6% | +9.8% | +15.8% | +20.9% |
| 3Y | +46.7% | +37.3% | +9.4% | +20.3% |
| All | +46.7% | +36.1% | +10.6% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling