+217.7%
XLF vs PCAR
+288.5%
-70.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +2.7% | +4.9% | -2.3% | +0.1% |
| 30D | +7.6% | -1.4% | +9.1% | +8.3% |
| 3M | +1.1% | -18.1% | +19.2% | +12.0% |
| 6M | +15.9% | -4.0% | +19.9% | +17.1% |
| YTD | +8.4% | -1.5% | +9.9% | +7.0% |
| 1Y | +12.5% | +13.2% | -0.7% | +2.6% |
| 3Y | +81.6% | +35.8% | +45.8% | +41.5% |
| 5Y | +59.3% | +114.6% | -55.4% | -9.6% |
| All | +217.7% | +288.5% | -70.9% | +25.6% |
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