+820.5%
XLB vs PCAR
+5,976.6%
-5,156.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -0.4% | -6.2% | +5.9% | +2.5% |
| 3M | +2.0% | +5.9% | -3.9% | -0.9% |
| 6M | +1.8% | +0.4% | +1.4% | +1.1% |
| YTD | +16.6% | +14.8% | +1.8% | +8.9% |
| 1Y | +16.9% | +30.1% | -13.2% | +2.8% |
| 3Y | +32.6% | +66.7% | -34.1% | +1.8% |
| 5Y | +35.6% | +166.1% | -130.5% | -16.6% |
| 10Y | +160.0% | +353.7% | -193.6% | +24.2% |
| All | +820.5% | +5,976.6% | -5,156.0% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling