+58.1%
XLE vs PCAR
+31.0%
+27.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | -2.7% | -4.6% | +1.8% | -1.8% |
| 3M | +6.6% | -22.6% | +29.2% | +12.7% |
| 6M | +9.5% | -12.0% | +21.5% | +11.7% |
| YTD | +40.6% | -6.1% | +46.6% | +38.9% |
| 1Y | +43.6% | +6.3% | +37.3% | +35.4% |
| 3Y | +58.1% | +31.8% | +26.3% | +36.3% |
| All | +58.1% | +31.0% | +27.1% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling