-51.7%
FIG vs PCAR
+12.4%
-64.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.2% | +6.0% |
| 7D | -4.7% | +3.7% | -8.3% | -4.1% |
| 30D | +0.5% | -2.9% | +3.5% | -0.6% |
| 3M | -18.4% | -21.7% | +3.3% | -24.7% |
| 6M | +10.9% | -6.6% | +17.5% | +10.5% |
| YTD | -40.8% | -2.2% | -38.5% | -44.3% |
| 1Y | -51.7% | +12.2% | -63.9% | -56.0% |
| All | -51.7% | +12.4% | -64.1% | -56.0% |
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 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