+1,024.7%
XLE vs PCAR
+5,976.6%
-4,951.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | +11.8% | -6.2% | +18.0% | +14.6% |
| 3M | +9.8% | +5.9% | +3.9% | +6.4% |
| 6M | +15.6% | +0.4% | +15.2% | +13.5% |
| YTD | +45.3% | +14.8% | +30.4% | +34.6% |
| 1Y | +48.3% | +30.1% | +18.2% | +29.7% |
| 3Y | +55.4% | +66.7% | -11.2% | +19.8% |
| 5Y | +216.1% | +166.1% | +50.0% | +97.4% |
| 10Y | +178.4% | +353.7% | -175.3% | +40.1% |
| All | +1,024.7% | +5,976.6% | -4,951.8% | +183.7% |
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