+135.4%
XLP vs PCAR
+291.3%
-155.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.3% | +3.5% | -1.1% | +1.5% |
| 30D | +9.1% | -2.3% | +11.4% | +9.7% |
| 3M | +7.9% | -19.3% | +27.2% | +13.7% |
| 6M | +9.6% | -7.1% | +16.7% | +11.1% |
| YTD | +19.4% | -2.8% | +22.2% | +19.2% |
| 1Y | +22.4% | +9.3% | +13.1% | +18.2% |
| 3Y | +43.2% | +33.5% | +9.7% | +27.2% |
| 5Y | +42.6% | +112.6% | -70.1% | +7.6% |
| 10Y | +135.4% | +276.9% | -141.5% | +50.0% |
| All | +135.4% | +291.3% | -155.8% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling