+31.6%
XLB vs PCAR
+117.0%
-85.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.5% | +3.5% | -3.0% | -1.0% |
| 30D | +6.9% | -2.3% | +9.2% | +7.9% |
| 3M | -0.2% | -19.3% | +19.2% | +9.3% |
| 6M | +3.3% | -7.1% | +10.4% | +6.0% |
| YTD | +18.0% | -2.8% | +20.8% | +18.4% |
| 1Y | +24.2% | +9.3% | +14.9% | +18.2% |
| 3Y | +44.7% | +33.5% | +11.2% | +19.3% |
| 5Y | +31.6% | +112.6% | -81.1% | -19.4% |
| All | +31.6% | +117.0% | -85.4% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling