+169.9%
XLV vs PCAR
+373.9%
-204.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | -4.4% | -1.6% | -2.8% | -3.9% |
| 30D | -1.4% | -7.3% | +5.9% | +0.9% |
| 3M | +8.9% | +7.8% | +1.0% | +5.9% |
| 6M | +9.1% | +3.6% | +5.5% | +7.2% |
| YTD | +7.9% | +12.9% | -4.9% | +2.9% |
| 1Y | +22.7% | +27.3% | -4.6% | +12.3% |
| 3Y | +31.9% | +61.9% | -30.0% | +8.1% |
| 5Y | +34.9% | +164.2% | -129.3% | -9.8% |
| All | +169.9% | +373.9% | -204.0% | +36.1% |
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