+254.2%
XOM vs PCAR
+168.7%
+85.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +5.7% | -7.7% | +13.4% | +7.8% |
| 3M | +6.6% | +3.7% | +2.9% | +4.9% |
| 6M | +7.7% | +2.3% | +5.4% | +5.9% |
| YTD | +36.2% | +12.8% | +23.4% | +29.3% |
| 1Y | +50.5% | +27.8% | +22.7% | +36.3% |
| 3Y | +53.4% | +61.8% | -8.4% | +23.7% |
| 5Y | +254.2% | +168.2% | +86.0% | +122.5% |
| All | +254.2% | +168.7% | +85.5% | +122.5% |
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 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