+40.9%
XYZ vs PCAR
+66.6%
-25.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.0% | -0.5% | -0.5% | -0.6% |
| 30D | -1.7% | -6.2% | +4.5% | +2.1% |
| 3M | +16.7% | +5.9% | +10.8% | +12.1% |
| 6M | +26.9% | +0.4% | +26.5% | +25.4% |
| YTD | +27.1% | +14.8% | +12.3% | +15.3% |
| 1Y | +9.3% | +30.1% | -20.8% | -9.2% |
| All | +40.9% | +66.6% | -25.7% | -11.3% |
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