+77.8%
XLF vs PCAR
+31.0%
+46.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +6.3% | -4.6% | +10.9% | +7.8% |
| 3M | -0.8% | -22.6% | +21.8% | +6.9% |
| 6M | +11.0% | -12.0% | +23.0% | +14.8% |
| YTD | +5.6% | -6.1% | +11.7% | +6.4% |
| 1Y | +10.8% | +6.3% | +4.5% | +7.1% |
| 3Y | +77.8% | +31.8% | +46.0% | +53.7% |
| All | +77.8% | +31.0% | +46.8% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling