+988.5%
XLE vs PCAR
+4,992.2%
-4,003.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.3% |
| 7D | -10.3% | +2.2% | -12.5% | -11.2% |
| 30D | -3.3% | -4.4% | +1.1% | -1.8% |
| 3M | +8.2% | -21.4% | +29.6% | +18.9% |
| 6M | +5.0% | -7.3% | +12.4% | +6.9% |
| YTD | +40.6% | -3.8% | +44.4% | +39.6% |
| 1Y | +45.0% | +6.3% | +38.7% | +37.8% |
| 3Y | +56.3% | +34.4% | +21.9% | +31.7% |
| 5Y | +152.2% | +109.2% | +43.0% | +73.6% |
| 10Y | +173.0% | +312.9% | -139.9% | +42.8% |
| All | +988.5% | +4,992.2% | -4,003.7% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling