+41.6%
XLE vs PCAR
+9.2%
+32.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -6.7% | +3.5% | -10.2% | -6.3% |
| 30D | -4.4% | -2.3% | -2.1% | -4.5% |
| 3M | +4.0% | -19.3% | +23.3% | +2.1% |
| 6M | +13.2% | -7.1% | +20.3% | +12.5% |
| YTD | +41.9% | -2.8% | +44.7% | +40.0% |
| 1Y | +41.6% | +9.3% | +32.3% | +39.1% |
| All | +41.6% | +9.2% | +32.5% | +39.1% |
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