+1,348.4%
FERG vs PCAR
+798.0%
+550.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.2% | +2.3% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -10.2% | -6.2% | -3.9% | -9.0% |
| 3M | -0.6% | +5.9% | -6.5% | -1.8% |
| 6M | -6.5% | +0.4% | -6.9% | -6.7% |
| YTD | +4.2% | +14.8% | -10.6% | +1.3% |
| 1Y | -2.3% | +30.1% | -32.4% | -7.2% |
| 3Y | +48.5% | +66.7% | -18.2% | +35.6% |
| 5Y | +72.0% | +166.1% | -94.1% | +48.3% |
| 10Y | +369.9% | +353.7% | +16.2% | +290.8% |
| All | +1,348.4% | +798.0% | +550.4% | +1,159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling