+41.6%
XLC vs PCAR
+117.7%
-76.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +6.2% | +3.8% | +2.4% | +4.9% |
| 30D | -2.4% | -2.0% | -0.4% | -1.8% |
| 3M | -3.3% | -19.1% | +15.8% | +3.4% |
| 6M | -7.3% | -6.8% | -0.5% | -5.8% |
| YTD | -7.6% | -2.5% | -5.2% | -8.2% |
| 1Y | -3.7% | +9.7% | -13.3% | -8.4% |
| 3Y | +62.9% | +34.0% | +29.0% | +36.5% |
| 5Y | +41.6% | +113.3% | -71.7% | -9.5% |
| All | +41.6% | +117.7% | -76.0% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling