+136.0%
XLC vs PCAR
+247.8%
-111.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +3.7% | +4.9% | -1.2% | +1.8% |
| 30D | -1.9% | -1.4% | -0.5% | -1.4% |
| 3M | -3.1% | -18.1% | +15.0% | +4.5% |
| 6M | -6.4% | -4.0% | -2.4% | -5.7% |
| YTD | -6.8% | -1.5% | -5.4% | -7.7% |
| 1Y | -1.7% | +13.2% | -14.9% | -8.2% |
| 3Y | +64.7% | +35.8% | +28.9% | +36.7% |
| 5Y | +41.1% | +114.6% | -73.5% | -7.7% |
| All | +136.0% | +247.8% | -111.8% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling