+1,320.0%
XLK vs PCAR
+5,061.4%
-3,741.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -4.3% | +3.8% | -8.1% | -5.8% |
| 30D | -15.0% | -2.0% | -13.1% | -14.4% |
| 3M | -9.2% | -19.1% | +9.8% | -1.0% |
| 6M | -3.5% | -6.8% | +3.3% | -1.3% |
| YTD | +17.7% | -2.5% | +20.2% | +17.6% |
| 1Y | +14.9% | +9.7% | +5.2% | +8.8% |
| 3Y | +91.8% | +34.0% | +57.8% | +62.9% |
| 5Y | +113.1% | +113.3% | -0.3% | +46.3% |
| 10Y | +703.1% | +278.2% | +424.9% | +319.8% |
| All | +1,320.0% | +5,061.4% | -3,741.5% | +106.0% |
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