+195.8%
XOM vs PCAR
+114.5%
+81.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.5% |
| 7D | -8.3% | +2.9% | -11.2% | -9.0% |
| 30D | -2.5% | -2.1% | -0.4% | -2.1% |
| 3M | +8.3% | -20.4% | +28.7% | +14.3% |
| 6M | +15.5% | -7.0% | +22.4% | +16.3% |
| YTD | +39.6% | -2.6% | +42.3% | +37.4% |
| 1Y | +44.6% | +9.8% | +34.8% | +36.3% |
| 3Y | +76.6% | +37.3% | +39.3% | +49.4% |
| 5Y | +195.8% | +116.4% | +79.3% | +100.1% |
| All | +195.8% | +114.5% | +81.3% | +100.1% |
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