+822.8%
XLB vs PCAR
+4,992.2%
-4,169.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.2% |
| 7D | -0.4% | +2.2% | -2.5% | -1.3% |
| 30D | +5.2% | -4.4% | +9.6% | +7.3% |
| 3M | -0.1% | -21.4% | +21.3% | +11.0% |
| 6M | +2.4% | -7.3% | +9.7% | +5.4% |
| YTD | +16.9% | -3.8% | +20.6% | +17.9% |
| 1Y | +25.0% | +6.3% | +18.7% | +20.4% |
| 3Y | +40.7% | +34.4% | +6.3% | +19.0% |
| 5Y | +31.6% | +109.2% | -77.6% | -9.9% |
| 10Y | +175.3% | +312.9% | -137.6% | +37.2% |
| All | +822.8% | +4,992.2% | -4,169.4% | +71.5% |
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