+14.7%
XLF vs PCAR
+12.4%
+2.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.5% |
| 7D | +5.5% | +3.7% | +1.8% | +4.6% |
| 30D | +9.9% | -2.9% | +12.8% | +10.5% |
| 3M | +2.6% | -21.7% | +24.4% | +8.1% |
| 6M | +15.6% | -6.6% | +22.2% | +16.9% |
| YTD | +9.4% | -2.2% | +11.7% | +8.8% |
| 1Y | +14.7% | +12.2% | +2.5% | +10.2% |
| All | +14.7% | +12.4% | +2.3% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling