+61.0%
XLC vs PCAR
+31.0%
+30.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.0% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -5.8% | -4.6% | -1.2% | -4.8% |
| 3M | -5.4% | -22.6% | +17.1% | +0.4% |
| 6M | -10.2% | -12.0% | +1.8% | -7.8% |
| YTD | -10.2% | -6.1% | -4.1% | -9.7% |
| 1Y | -5.6% | +6.3% | -11.9% | -8.4% |
| 3Y | +61.0% | +31.8% | +29.2% | +39.2% |
| All | +61.0% | +31.0% | +30.0% | +39.2% |
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