+251.6%
XLF vs PCAR
+361.0%
-109.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -1.3% | -6.9% | +5.6% | +2.4% |
| 3M | +9.1% | +2.1% | +7.1% | +7.2% |
| 6M | +14.4% | +1.6% | +12.8% | +12.0% |
| YTD | +5.1% | +12.2% | -7.1% | -3.0% |
| 1Y | +8.6% | +28.0% | -19.4% | -7.4% |
| 3Y | +74.4% | +61.0% | +13.5% | +23.6% |
| 5Y | +64.4% | +163.9% | -99.6% | -17.2% |
| 10Y | +251.6% | +367.9% | -116.3% | +18.3% |
| All | +251.6% | +361.0% | -109.4% | +18.3% |
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 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