+142.5%
XLC vs PCAR
+305.3%
-162.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 3M | -0.7% | +5.9% | -6.6% | -3.4% |
| 6M | -5.1% | +0.4% | -5.5% | -6.1% |
| YTD | -4.3% | +14.8% | -19.1% | -10.5% |
| 1Y | -0.6% | +30.1% | -30.7% | -12.1% |
| 3Y | +72.7% | +66.7% | +6.0% | +31.9% |
| 5Y | +38.0% | +166.1% | -128.1% | -17.4% |
| All | +142.5% | +305.3% | -162.8% | +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 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