+2.4%
XLU vs PCAR
+27.5%
-25.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | -3.3% | -6.4% | +3.0% | -2.6% |
| 3M | -3.2% | +4.7% | -7.8% | -3.7% |
| 6M | -7.0% | +4.5% | -11.5% | -7.6% |
| YTD | +0.6% | +13.0% | -12.4% | -0.5% |
| 1Y | +2.4% | +23.6% | -21.1% | +1.1% |
| All | +2.4% | +27.5% | -25.1% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling