-58.1%
FIG vs PCAR
+9.2%
-67.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -11.4% | +3.5% | -14.9% | -11.0% |
| 30D | -17.2% | -2.3% | -14.9% | -17.8% |
| 3M | -26.6% | -19.3% | -7.3% | -31.2% |
| 6M | -9.8% | -7.1% | -2.7% | -10.1% |
| YTD | -50.1% | -2.8% | -47.4% | -54.8% |
| 1Y | -58.1% | +9.3% | -67.3% | -64.5% |
| All | -58.1% | +9.2% | -67.2% | -64.5% |
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