+1,033.0%
XLI vs PCAR
+4,869.4%
-3,836.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -3.1% | -4.6% | +1.5% | -1.2% |
| 3M | -11.7% | -22.6% | +10.9% | -1.4% |
| 6M | -7.6% | -12.0% | +4.4% | -2.8% |
| YTD | +5.7% | -6.1% | +11.8% | +7.7% |
| 1Y | +7.8% | +6.3% | +1.5% | +3.8% |
| 3Y | +67.4% | +31.8% | +35.6% | +43.2% |
| 5Y | +64.8% | +104.2% | -39.4% | +14.7% |
| 10Y | +241.2% | +302.9% | -61.7% | +75.2% |
| All | +1,033.0% | +4,869.4% | -3,836.5% | +114.6% |
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 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