+27.6%
XLY vs PCAR
+165.2%
-137.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -3.9% | -1.6% | -2.3% | -3.2% |
| 30D | -6.1% | -7.3% | +1.2% | -2.9% |
| 3M | -1.2% | +7.8% | -9.0% | -5.0% |
| 6M | -1.8% | +3.6% | -5.4% | -4.2% |
| YTD | -5.9% | +12.9% | -18.7% | -12.1% |
| 1Y | -3.1% | +27.3% | -30.4% | -14.9% |
| 3Y | +36.0% | +61.9% | -25.9% | +0.6% |
| 5Y | +27.6% | +164.2% | -136.6% | -30.8% |
| All | +27.6% | +165.2% | -137.6% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling