+10.0%
XLP vs PCAR
-8.5%
+18.5%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +11.8% |
| 3M | +7.6% | -21.4% | +29.1% | +8.3% |
| 6M | +10.0% | -7.3% | +17.4% | +10.8% |
| All | +10.0% | -8.5% | +18.5% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling