+126.6%
XLC vs PCAR
+239.7%
-113.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +3.1% | +2.2% | +0.9% | +2.2% |
| 30D | -6.5% | -4.4% | -2.1% | -4.9% |
| 3M | -5.6% | -21.4% | +15.8% | +3.5% |
| 6M | -9.2% | -7.3% | -1.9% | -7.3% |
| YTD | -10.6% | -3.8% | -6.8% | -10.6% |
| 1Y | -6.9% | +6.3% | -13.2% | -10.8% |
| 3Y | +59.9% | +34.4% | +25.5% | +33.2% |
| 5Y | +34.7% | +109.2% | -74.6% | -11.0% |
| All | +126.6% | +239.7% | -113.1% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling