+1,360.8%
XLK vs PCAR
+5,098.6%
-3,737.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.4% |
| 7D | +7.0% | +2.1% | +4.9% | +6.1% |
| 30D | -11.5% | -1.2% | -10.3% | -11.1% |
| 3M | -7.9% | -18.6% | +10.7% | +0.3% |
| 6M | -0.6% | -5.1% | +4.5% | +0.9% |
| YTD | +21.1% | -1.8% | +22.9% | +20.6% |
| 1Y | +18.8% | +10.6% | +8.2% | +12.1% |
| 3Y | +97.3% | +34.9% | +62.4% | +67.1% |
| 5Y | +115.5% | +114.0% | +1.6% | +47.9% |
| 10Y | +723.7% | +288.4% | +435.4% | +325.9% |
| All | +1,360.8% | +5,098.6% | -3,737.8% | +111.3% |
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