+21.9%
XYZ vs PCAR
-7.4%
+29.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.0% | +11.3% | +13.1% |
| 7D | +16.5% | +3.7% | +12.9% | +14.5% |
| 30D | +15.0% | -2.9% | +17.9% | +15.8% |
| 3M | +3.5% | -21.7% | +25.2% | +12.4% |
| 6M | +21.9% | -6.6% | +28.5% | +25.0% |
| All | +21.9% | -7.4% | +29.3% | +25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling