-2.3%
FERG vs PCAR
+32.4%
-34.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.2% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | -10.2% | -6.2% | -3.9% | -7.3% |
| 3M | -0.6% | +5.9% | -6.5% | -4.1% |
| 6M | -6.5% | +0.4% | -6.9% | -7.8% |
| YTD | +4.2% | +14.8% | -10.6% | -3.7% |
| 1Y | -2.3% | +30.1% | -32.4% | -14.7% |
| All | -2.3% | +32.4% | -34.6% | -14.7% |
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