+65.0%
FERG vs PCAR
+101.4%
-36.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +8.7% | -4.6% | +13.2% | +11.3% |
| 3M | -7.4% | -22.6% | +15.2% | +6.0% |
| 6M | -6.6% | -12.0% | +5.3% | -0.8% |
| YTD | +6.6% | -6.1% | +12.7% | +9.1% |
| 1Y | -3.6% | +6.3% | -9.9% | -7.8% |
| 3Y | +56.4% | +31.8% | +24.6% | +27.7% |
| All | +65.0% | +101.4% | -36.4% | -0.1% |
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