+112.0%
XLK vs PCAR
+114.5%
-2.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.2% |
| 7D | -1.9% | +2.9% | -4.8% | -3.1% |
| 30D | -14.0% | -2.1% | -11.9% | -13.4% |
| 3M | -9.0% | -20.4% | +11.4% | -0.2% |
| 6M | -2.4% | -7.0% | +4.6% | -0.2% |
| YTD | +19.1% | -2.6% | +21.8% | +18.7% |
| 1Y | +19.2% | +9.8% | +9.4% | +12.3% |
| 3Y | +99.1% | +37.3% | +61.8% | +60.0% |
| 5Y | +112.0% | +116.4% | -4.5% | +27.6% |
| All | +112.0% | +114.5% | -2.6% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling