+561.3%
XLP vs PCAR
+4,992.2%
-4,430.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | +3.5% | +2.2% | +1.3% | +3.0% |
| 30D | +11.6% | -4.4% | +16.0% | +12.6% |
| 3M | +7.6% | -21.4% | +29.1% | +13.1% |
| 6M | +10.0% | -7.3% | +17.4% | +11.4% |
| YTD | +19.7% | -3.8% | +23.5% | +19.9% |
| 1Y | +23.5% | +6.3% | +17.2% | +21.0% |
| 3Y | +44.0% | +34.4% | +9.6% | +32.3% |
| 5Y | +42.7% | +109.2% | -66.5% | +18.3% |
| 10Y | +131.3% | +312.9% | -181.6% | +63.5% |
| All | +561.3% | +4,992.2% | -4,430.9% | +179.8% |
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 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