+14.1%
XYZ vs PCAR
+10.0%
+4.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.3% |
| 7D | +9.2% | +2.2% | +7.1% | +8.3% |
| 30D | +9.8% | -4.4% | +14.2% | +12.0% |
| 3M | -0.2% | -21.4% | +21.2% | +10.6% |
| 6M | +18.0% | -7.3% | +25.3% | +21.3% |
| YTD | +29.1% | -3.8% | +32.9% | +32.6% |
| 1Y | +14.1% | +6.3% | +7.8% | +12.5% |
| All | +14.1% | +10.0% | +4.1% | +12.5% |
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 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