+152.2%
XLE vs PCAR
+108.5%
+43.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.5% |
| 7D | -10.3% | +2.2% | -12.5% | -11.0% |
| 30D | -3.3% | -4.4% | +1.1% | -2.1% |
| 3M | +8.2% | -21.4% | +29.6% | +16.2% |
| 6M | +5.0% | -7.3% | +12.4% | +6.2% |
| YTD | +40.6% | -3.8% | +44.4% | +38.7% |
| 1Y | +45.0% | +6.3% | +38.7% | +37.2% |
| 3Y | +56.3% | +34.4% | +21.9% | +30.1% |
| 5Y | +152.2% | +109.2% | +43.0% | +64.1% |
| All | +152.2% | +108.5% | +43.7% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling