+1,117.7%
XLY vs PCAR
+5,869.3%
-4,751.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | -0.5% | 0.0% | -0.6% | -0.5% |
| 30D | -4.9% | -7.7% | +2.8% | -1.7% |
| 3M | -1.0% | +3.7% | -4.7% | -2.9% |
| 6M | 0.0% | +2.3% | -2.3% | -1.6% |
| YTD | -4.2% | +12.8% | -17.0% | -9.7% |
| 1Y | -2.7% | +27.8% | -30.4% | -13.3% |
| 3Y | +38.4% | +61.8% | -23.3% | +9.7% |
| 5Y | +28.9% | +168.2% | -139.3% | -18.0% |
| 10Y | +214.7% | +359.1% | -144.3% | +55.5% |
| All | +1,117.7% | +5,869.3% | -4,751.6% | +120.5% |
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