+29.0%
XLB vs PCAR
+101.4%
-72.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +6.1% | -4.6% | +10.6% | +8.1% |
| 3M | 0.0% | -22.6% | +22.6% | +11.5% |
| 6M | 0.0% | -12.0% | +11.9% | +5.0% |
| YTD | +16.0% | -6.1% | +22.1% | +18.2% |
| 1Y | +24.7% | +6.3% | +18.4% | +20.2% |
| 3Y | +40.4% | +31.8% | +8.6% | +16.2% |
| All | +29.0% | +101.4% | -72.4% | -19.6% |
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 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