+52.7%
XOM vs PCAR
+27.2%
+25.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | 0.0% | -0.2% | +0.3% | 0.0% |
| 30D | +3.4% | -6.9% | +10.3% | +2.5% |
| 3M | +11.0% | +2.1% | +8.9% | +11.3% |
| 6M | +10.6% | +1.6% | +9.0% | +11.9% |
| YTD | +39.2% | +12.2% | +27.0% | +39.7% |
| 1Y | +52.7% | +28.0% | +24.7% | +51.0% |
| All | +52.7% | +27.2% | +25.6% | +51.0% |
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 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