+20.5%
XYZ vs PCAR
+3.7%
+16.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.9% |
| 7D | +12.1% | +0.1% | +12.1% | +12.4% |
| 30D | +12.4% | -4.6% | +16.9% | +14.8% |
| 3M | +8.2% | -22.6% | +30.7% | +20.5% |
| 6M | +20.7% | -12.0% | +32.6% | +27.1% |
| YTD | +31.3% | -6.1% | +37.4% | +37.5% |
| 1Y | +20.5% | +6.3% | +14.2% | +21.7% |
| All | +20.5% | +3.7% | +16.8% | +21.7% |
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