+121.8%
XLK vs PCAR
+64.3%
+57.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -0.1% | -7.7% | +7.7% | +2.9% |
| 3M | +2.1% | +3.7% | -1.6% | +0.5% |
| 6M | +37.2% | +2.3% | +34.9% | +35.3% |
| YTD | +30.8% | +12.8% | +18.0% | +24.2% |
| 1Y | +42.6% | +27.8% | +14.9% | +28.7% |
| 3Y | +121.8% | +61.8% | +60.0% | +70.7% |
| All | +121.8% | +64.3% | +57.5% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling