+3.1%
FERG vs PCAR
+12.4%
-9.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +0.7% |
| 7D | +7.7% | +3.7% | +4.1% | +5.8% |
| 30D | +11.5% | -2.9% | +14.4% | +13.1% |
| 3M | -2.4% | -21.7% | +19.3% | +10.6% |
| 6M | -4.0% | -6.6% | +2.7% | -1.9% |
| YTD | +13.4% | -2.2% | +15.6% | +11.9% |
| 1Y | +3.1% | +12.2% | -9.2% | -4.8% |
| All | +3.1% | +12.4% | -9.3% | -4.8% |
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