+174.3%
XLE vs PCAR
+355.9%
-181.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | +11.8% | -6.2% | +18.0% | +15.3% |
| 3M | +9.8% | +5.9% | +3.9% | +5.5% |
| 6M | +15.6% | +0.4% | +15.2% | +13.0% |
| YTD | +45.3% | +14.8% | +30.4% | +31.3% |
| 1Y | +48.3% | +30.1% | +18.2% | +23.9% |
| 3Y | +55.4% | +66.7% | -11.2% | +6.9% |
| 5Y | +216.1% | +166.1% | +50.0% | +55.3% |
| All | +174.3% | +355.9% | -181.6% | -6.2% |
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