+719.7%
XLK vs PCAR
+288.5%
+431.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | +3.4% | +4.9% | -1.6% | +1.1% |
| 30D | -10.6% | -1.4% | -9.2% | -10.1% |
| 3M | -10.6% | -18.1% | +7.5% | -2.2% |
| 6M | -3.5% | -4.0% | +0.5% | -2.5% |
| YTD | +18.7% | -1.5% | +20.2% | +17.7% |
| 1Y | +19.4% | +13.2% | +6.3% | +10.3% |
| 3Y | +94.5% | +35.8% | +58.7% | +57.9% |
| 5Y | +111.2% | +114.6% | -3.4% | +31.8% |
| All | +719.7% | +288.5% | +431.1% | +277.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling