+422.3%
XLF vs PCAR
+5,976.6%
-5,554.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.9% |
| 7D | 0.0% | -0.5% | +0.5% | +0.3% |
| 30D | +0.2% | -6.2% | +6.4% | +3.5% |
| 3M | +11.7% | +5.9% | +5.8% | +7.7% |
| 6M | +13.8% | +0.4% | +13.4% | +12.2% |
| YTD | +7.0% | +14.8% | -7.8% | -2.1% |
| 1Y | +9.1% | +30.1% | -21.0% | -7.1% |
| 3Y | +75.6% | +66.7% | +9.0% | +26.7% |
| 5Y | +66.4% | +166.1% | -99.7% | -8.1% |
| 10Y | +250.3% | +353.7% | -103.4% | +42.8% |
| All | +422.3% | +5,976.6% | -5,554.3% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling