-3.0%
FERG vs PCAR
+26.5%
-29.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | 0.0% |
| 7D | +3.4% | 0.0% | +3.3% | +3.3% |
| 30D | -11.5% | -7.7% | -3.8% | -7.9% |
| 3M | +1.3% | +3.7% | -2.4% | -1.3% |
| 6M | -1.0% | +2.3% | -3.3% | -3.2% |
| YTD | +3.2% | +12.8% | -9.6% | -3.8% |
| 1Y | -3.0% | +27.8% | -30.7% | -14.6% |
| All | -3.0% | +26.5% | -29.4% | -14.6% |
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