+4,261.5%
XOM vs PCAR
+15,337.6%
-11,076.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +1.8% | -0.5% | +2.3% | +1.9% |
| 30D | +5.9% | -6.2% | +12.1% | +7.7% |
| 3M | +5.6% | +5.9% | -0.3% | +3.4% |
| 6M | +7.9% | +0.4% | +7.5% | +6.5% |
| YTD | +35.2% | +14.8% | +20.3% | +28.3% |
| 1Y | +46.0% | +30.1% | +15.9% | +33.2% |
| 3Y | +55.0% | +66.7% | -11.6% | +30.0% |
| 5Y | +246.3% | +166.1% | +80.2% | +152.2% |
| 10Y | +181.0% | +353.7% | -172.7% | +76.5% |
| All | +4,261.5% | +15,337.6% | -11,076.0% | +1,303.5% |
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