+899.8%
XLV vs PCAR
+5,869.3%
-4,969.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.0% |
| 7D | -2.6% | 0.0% | -2.7% | -2.7% |
| 30D | +0.9% | -7.7% | +8.6% | +3.0% |
| 3M | +10.0% | +3.7% | +6.3% | +8.6% |
| 6M | +10.4% | +2.3% | +8.1% | +9.1% |
| YTD | +8.9% | +12.8% | -3.9% | +4.7% |
| 1Y | +23.4% | +27.8% | -4.4% | +14.4% |
| 3Y | +33.1% | +61.8% | -28.7% | +13.7% |
| 5Y | +33.3% | +168.2% | -134.9% | -2.1% |
| 10Y | +170.8% | +359.1% | -188.3% | +68.3% |
| All | +899.8% | +5,869.3% | -4,969.5% | +195.7% |
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