+149.9%
XLE vs PCAR
+101.4%
+48.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | -2.7% | -4.6% | +1.8% | -1.5% |
| 3M | +6.6% | -22.6% | +29.2% | +15.0% |
| 6M | +9.5% | -12.0% | +21.5% | +12.6% |
| YTD | +40.6% | -6.1% | +46.6% | +39.6% |
| 1Y | +43.6% | +6.3% | +37.3% | +35.4% |
| 3Y | +58.1% | +31.8% | +26.3% | +32.2% |
| All | +149.9% | +101.4% | +48.5% | +62.1% |
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