+173.9%
XLE vs PCAR
+290.1%
-116.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +0.7% |
| 7D | -0.2% | +2.2% | -2.4% | -1.4% |
| 30D | -4.0% | +0.3% | -4.3% | -4.5% |
| 3M | +4.6% | -17.9% | +22.5% | +15.0% |
| 6M | +12.3% | -3.4% | +15.7% | +12.1% |
| YTD | +44.5% | -0.1% | +44.6% | +39.6% |
| 1Y | +42.4% | +13.4% | +29.0% | +27.6% |
| 3Y | +67.0% | +37.2% | +29.8% | +27.7% |
| 5Y | +161.9% | +117.3% | +44.6% | +43.7% |
| 10Y | +173.9% | +295.0% | -121.1% | +4.0% |
| All | +173.9% | +290.1% | -116.3% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling