+69.9%
XLI vs PCAR
+114.3%
-44.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +3.8% | +4.9% | -1.2% | +1.5% |
| 30D | +1.0% | -1.4% | +2.5% | +1.6% |
| 3M | -8.9% | -18.1% | +9.2% | -0.5% |
| 6M | -2.3% | -4.0% | +1.7% | -1.1% |
| YTD | +9.7% | -1.5% | +11.1% | +9.3% |
| 1Y | +12.3% | +13.2% | -0.9% | +4.8% |
| 3Y | +71.5% | +35.8% | +35.7% | +39.6% |
| All | +69.9% | +114.3% | -44.4% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling