+33.0%
XLY vs PCAR
+60.2%
-27.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -6.0% | -6.9% | +0.9% | -3.5% |
| 3M | -2.7% | +2.1% | -4.8% | -3.9% |
| 6M | -1.5% | +1.6% | -3.1% | -2.8% |
| YTD | -5.4% | +12.2% | -17.7% | -10.6% |
| 1Y | -3.8% | +28.0% | -31.9% | -14.1% |
| All | +33.0% | +60.2% | -27.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling