+66.7%
FERG vs PCAR
+35.0%
+31.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -2.0% | -2.8% |
| 7D | +8.2% | +2.1% | +6.1% | +7.1% |
| 30D | +14.4% | -1.2% | +15.6% | +15.1% |
| 3M | +4.3% | -18.6% | +22.9% | +15.7% |
| 6M | +7.9% | -5.1% | +12.9% | +10.0% |
| YTD | +16.3% | -1.8% | +18.0% | +16.3% |
| 1Y | +2.2% | +10.6% | -8.4% | -3.6% |
| All | +66.7% | +35.0% | +31.7% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling