+78.0%
FERG vs PCAR
+114.3%
-36.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | +9.7% | +4.9% | +4.8% | +7.1% |
| 30D | +15.0% | -1.4% | +16.5% | +16.0% |
| 3M | +3.8% | -18.1% | +21.9% | +15.5% |
| 6M | +10.6% | -4.0% | +14.6% | +12.3% |
| YTD | +17.0% | -1.5% | +18.4% | +16.8% |
| 1Y | +7.1% | +13.2% | -6.1% | -0.9% |
| 3Y | +67.7% | +35.8% | +32.0% | +35.0% |
| All | +78.0% | +114.3% | -36.2% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling