+494.6%
FERG vs PCAR
+326.7%
+167.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +3.7% | +7.5% | +10.0% |
| 7D | +7.3% | +2.9% | +4.4% | +6.4% |
| 30D | +18.1% | -2.1% | +20.3% | +19.1% |
| 3M | +1.6% | -20.4% | +22.0% | +9.8% |
| 6M | +8.5% | -7.0% | +15.5% | +11.0% |
| YTD | +18.6% | -2.6% | +21.2% | +19.5% |
| 1Y | +5.7% | +9.8% | -4.1% | +2.5% |
| 3Y | +74.0% | +37.3% | +36.8% | +57.4% |
| 5Y | +83.9% | +116.4% | -32.6% | +48.5% |
| 10Y | +494.6% | +293.0% | +201.6% | +280.0% |
| All | +494.6% | +326.7% | +167.9% | +280.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling