+64.5%
XYZ vs PCAR
+34.0%
+30.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.5% |
| 7D | +12.6% | +3.8% | +8.8% | +10.4% |
| 30D | +10.8% | -2.0% | +12.8% | +12.3% |
| 3M | +8.4% | -19.1% | +27.4% | +22.5% |
| 6M | +14.3% | -6.8% | +21.1% | +18.2% |
| YTD | +31.5% | -2.5% | +33.9% | +31.5% |
| 1Y | +28.1% | +9.7% | +18.5% | +18.5% |
| All | +64.5% | +34.0% | +30.5% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling