+99.1%
XLK vs PCAR
+36.1%
+63.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.5% |
| 7D | -1.9% | +2.9% | -4.8% | -2.9% |
| 30D | -14.0% | -2.1% | -11.9% | -13.5% |
| 3M | -9.0% | -20.4% | +11.4% | -1.6% |
| 6M | -2.4% | -7.0% | +4.6% | -0.5% |
| YTD | +19.1% | -2.6% | +21.8% | +18.8% |
| 1Y | +19.2% | +9.8% | +9.4% | +13.6% |
| 3Y | +99.1% | +37.3% | +61.8% | +57.6% |
| All | +99.1% | +36.1% | +63.0% | +57.6% |
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 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