+49.9%
XLE vs PCAR
+12.4%
+37.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.0% | -8.8% | -4.3% |
| 7D | -7.2% | +3.7% | -10.9% | -6.8% |
| 30D | +0.1% | -2.9% | +3.0% | 0.0% |
| 3M | +9.2% | -21.7% | +30.9% | +6.9% |
| 6M | +8.4% | -6.6% | +15.0% | +7.9% |
| YTD | +44.9% | -2.2% | +47.1% | +43.6% |
| 1Y | +49.9% | +12.2% | +37.6% | +48.6% |
| All | +49.9% | +12.4% | +37.5% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling