+136.6%
XLU vs PCAR
+373.9%
-237.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | -2.5% | -7.3% | +4.7% | -0.9% |
| 3M | -2.7% | +7.8% | -10.6% | -4.6% |
| 6M | -7.5% | +3.6% | -11.0% | -8.6% |
| YTD | +0.9% | +12.9% | -11.9% | -2.5% |
| 1Y | +3.3% | +27.3% | -24.0% | -3.3% |
| 3Y | +47.3% | +61.9% | -14.6% | +26.9% |
| 5Y | +44.4% | +164.2% | -119.7% | +7.5% |
| All | +136.6% | +373.9% | -237.2% | +65.1% |
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