+127.5%
XLC vs PCAR
+231.5%
-103.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.4% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | -5.8% | -4.6% | -1.2% | -4.1% |
| 3M | -5.4% | -22.6% | +17.1% | +4.2% |
| 6M | -10.2% | -12.0% | +1.8% | -6.4% |
| YTD | -10.2% | -6.1% | -4.1% | -9.4% |
| 1Y | -5.6% | +6.3% | -11.9% | -9.7% |
| 3Y | +61.0% | +31.8% | +29.2% | +35.0% |
| 5Y | +35.2% | +104.2% | -68.9% | -9.8% |
| All | +127.5% | +231.5% | -103.9% | +10.9% |
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