+224.2%
XLF vs PCAR
+291.3%
-67.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.9% | +3.5% | -1.5% | +0.1% |
| 30D | +6.5% | -2.3% | +8.8% | +7.7% |
| 3M | +1.2% | -19.3% | +20.5% | +13.0% |
| 6M | +14.6% | -7.1% | +21.7% | +17.8% |
| YTD | +7.7% | -2.8% | +10.5% | +7.1% |
| 1Y | +11.8% | +9.3% | +2.5% | +3.9% |
| 3Y | +80.1% | +33.5% | +46.6% | +41.7% |
| 5Y | +59.0% | +112.6% | -53.6% | -9.3% |
| 10Y | +224.2% | +276.9% | -52.8% | +30.6% |
| All | +224.2% | +291.3% | -67.1% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling