+643.4%
XLU vs PCAR
+5,976.6%
-5,333.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | -1.3% | -6.2% | +4.9% | +0.1% |
| 3M | -1.3% | +5.9% | -7.2% | -2.9% |
| 6M | -7.6% | +0.4% | -8.0% | -8.1% |
| YTD | +2.3% | +14.8% | -12.6% | -1.5% |
| 1Y | +5.8% | +30.1% | -24.3% | -1.4% |
| 3Y | +50.5% | +66.6% | -16.1% | +30.3% |
| 5Y | +44.1% | +166.1% | -122.0% | +10.4% |
| 10Y | +138.2% | +353.7% | -215.4% | +56.7% |
| All | +643.4% | +5,976.6% | -5,333.2% | +159.6% |
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