+1,117.4%
XLI vs PCAR
+5,976.6%
-4,859.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | -1.1% | -0.5% | -0.5% | -0.8% |
| 30D | -5.9% | -6.2% | +0.3% | -3.2% |
| 3M | -0.3% | +5.9% | -6.2% | -3.1% |
| 6M | +0.1% | +0.4% | -0.3% | -0.5% |
| YTD | +13.6% | +14.8% | -1.2% | +6.1% |
| 1Y | +17.2% | +30.1% | -12.9% | +3.1% |
| 3Y | +68.2% | +66.7% | +1.6% | +29.7% |
| 5Y | +80.7% | +166.1% | -85.4% | +12.0% |
| 10Y | +253.3% | +353.7% | -100.4% | +72.1% |
| All | +1,117.4% | +5,976.6% | -4,859.1% | +111.4% |
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