+43.2%
XLB vs PCAR
+35.4%
+7.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.5% | +4.9% | -4.4% | -1.2% |
| 30D | +5.2% | -1.4% | +6.6% | +5.6% |
| 3M | +0.3% | -18.1% | +18.4% | +7.8% |
| 6M | +1.2% | -4.0% | +5.2% | +2.3% |
| YTD | +16.6% | -1.5% | +18.1% | +16.7% |
| 1Y | +21.4% | +13.2% | +8.3% | +15.7% |
| 3Y | +43.2% | +35.8% | +7.4% | +19.3% |
| All | +43.2% | +35.4% | +7.8% | +19.3% |
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