+43.7%
XLP vs PCAR
+34.2%
+9.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +3.5% | +2.2% | +1.3% | +3.2% |
| 30D | +11.6% | -4.4% | +16.0% | +12.1% |
| 3M | +7.6% | -21.4% | +29.1% | +10.5% |
| 6M | +10.0% | -7.3% | +17.4% | +10.7% |
| YTD | +19.7% | -3.8% | +23.5% | +19.8% |
| 1Y | +23.5% | +6.3% | +17.2% | +21.9% |
| All | +43.7% | +34.2% | +9.5% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling