-83.6%
FIG vs PCAR
+13.9%
-97.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +2.2% |
| 7D | -14.3% | +2.2% | -16.5% | -14.1% |
| 30D | -13.6% | +0.3% | -13.9% | -14.0% |
| 3M | -23.7% | -17.9% | -5.8% | -28.8% |
| 6M | -5.4% | -3.4% | -2.0% | -5.6% |
| YTD | -49.2% | -0.1% | -49.1% | -50.3% |
| 1Y | -57.4% | +13.4% | -70.8% | -57.3% |
| All | -83.6% | +13.9% | -97.4% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling