+61.6%
XLU vs PCAR
+35.4%
+26.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.1% | +4.9% | -2.8% | +1.5% |
| 30D | +5.6% | -1.4% | +7.0% | +5.7% |
| 3M | +0.7% | -18.1% | +18.9% | +3.3% |
| 6M | -0.1% | -4.0% | +4.0% | +0.2% |
| YTD | +5.3% | -1.5% | +6.8% | +5.1% |
| 1Y | +2.2% | +13.2% | -11.0% | +0.1% |
| 3Y | +61.6% | +35.8% | +25.8% | +37.1% |
| All | +61.6% | +35.4% | +26.2% | +37.1% |
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 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