+43.8%
XLU vs PCAR
+165.3%
-121.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -0.4% | -6.9% | +6.4% | +0.8% |
| 3M | -1.7% | +2.1% | -3.8% | -2.3% |
| 6M | -7.1% | +1.6% | -8.7% | -7.7% |
| YTD | +1.9% | +12.2% | -10.3% | -0.7% |
| 1Y | +6.1% | +28.0% | -21.9% | +0.5% |
| 3Y | +48.8% | +61.0% | -12.2% | +29.9% |
| 5Y | +43.8% | +163.9% | -120.1% | +8.9% |
| All | +43.8% | +165.3% | -121.5% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling