+1,472.6%
XLK vs PCAR
+5,976.6%
-4,504.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | +0.7% | -6.2% | +7.0% | +3.5% |
| 3M | -2.9% | +5.9% | -8.8% | -5.5% |
| 6M | +34.3% | +0.4% | +33.9% | +33.2% |
| YTD | +30.4% | +14.8% | +15.6% | +21.8% |
| 1Y | +43.4% | +30.1% | +13.3% | +26.2% |
| 3Y | +116.8% | +66.6% | +50.2% | +68.0% |
| 5Y | +144.0% | +166.1% | -22.1% | +52.6% |
| 10Y | +778.8% | +353.7% | +425.1% | +325.6% |
| All | +1,472.6% | +5,976.6% | -4,504.0% | +113.4% |
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