+533.2%
XYZ vs PCAR
+445.0%
+88.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | +16.7% | +5.9% | +10.8% | +11.7% |
| 6M | +26.9% | +0.4% | +26.5% | +25.2% |
| YTD | +27.1% | +14.8% | +12.3% | +14.5% |
| 1Y | +9.3% | +30.1% | -20.8% | -10.1% |
| 3Y | +42.3% | +66.7% | -24.4% | -2.8% |
| 5Y | -69.3% | +166.1% | -235.4% | -84.4% |
| 10Y | +586.8% | +353.7% | +233.1% | +140.0% |
| All | +533.2% | +445.0% | +88.2% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling