-4.1%
XLY vs PCAR
+27.5%
-31.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.7% | -1.6% | -0.1% | -1.2% |
| 30D | -4.2% | -6.4% | +2.2% | -2.3% |
| 3M | -2.7% | +4.7% | -7.3% | -4.5% |
| 6M | -0.6% | +4.5% | -5.1% | -3.1% |
| YTD | -5.0% | +13.0% | -18.0% | -9.5% |
| 1Y | -4.1% | +23.6% | -27.7% | -11.2% |
| All | -4.1% | +27.5% | -31.6% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling