+215.1%
XLF vs PCAR
+287.3%
-72.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | +0.2% |
| 7D | +1.2% | +2.1% | -0.9% | +0.1% |
| 30D | +6.2% | -1.2% | +7.4% | +6.8% |
| 3M | +0.9% | -18.6% | +19.5% | +12.1% |
| 6M | +13.6% | -5.1% | +18.7% | +15.5% |
| YTD | +7.6% | -1.8% | +9.3% | +6.3% |
| 1Y | +10.2% | +10.6% | -0.5% | +1.7% |
| 3Y | +79.8% | +34.9% | +44.9% | +40.7% |
| 5Y | +58.0% | +114.0% | -56.0% | -10.1% |
| All | +215.1% | +287.3% | -72.2% | +24.7% |
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 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