+72.7%
XLC vs PCAR
+66.6%
+6.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +1.0% | -6.2% | +7.3% | +2.6% |
| 3M | -0.7% | +5.9% | -6.6% | -2.4% |
| 6M | -5.1% | +0.4% | -5.5% | -5.7% |
| YTD | -4.3% | +14.8% | -19.1% | -8.4% |
| 1Y | -0.6% | +30.1% | -30.7% | -8.4% |
| All | +72.7% | +66.6% | +6.2% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling