+40.4%
XLB vs PCAR
+31.0%
+9.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +6.1% | -4.6% | +10.6% | +7.8% |
| 3M | 0.0% | -22.6% | +22.6% | +9.7% |
| 6M | 0.0% | -12.0% | +11.9% | +4.3% |
| YTD | +16.0% | -6.1% | +22.1% | +18.2% |
| 1Y | +24.7% | +6.3% | +18.4% | +21.5% |
| 3Y | +40.4% | +31.8% | +8.6% | +15.4% |
| All | +40.4% | +31.0% | +9.4% | +15.4% |
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