+64.9%
XLC vs PCAR
+36.1%
+28.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +1.5% |
| 7D | +7.1% | +2.9% | +4.2% | +6.3% |
| 30D | -2.7% | -2.1% | -0.6% | -2.3% |
| 3M | -3.2% | -20.4% | +17.2% | +2.1% |
| 6M | -7.7% | -7.0% | -0.7% | -6.5% |
| YTD | -8.0% | -2.6% | -5.3% | -8.3% |
| 1Y | -3.1% | +9.8% | -12.8% | -6.6% |
| 3Y | +64.9% | +37.3% | +27.6% | +40.7% |
| All | +64.9% | +36.1% | +28.8% | +40.7% |
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