-52.0%
FIG vs PCAR
+11.3%
-63.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +3.4% | +4.9% | -1.5% | +4.0% |
| 30D | -9.5% | -1.4% | -8.0% | -10.2% |
| 3M | -26.2% | -18.1% | -8.1% | -31.1% |
| 6M | +2.7% | -4.0% | +6.7% | +2.8% |
| YTD | -48.0% | -1.5% | -46.5% | -52.1% |
| 1Y | -52.0% | +13.2% | -65.2% | -59.3% |
| All | -52.0% | +11.3% | -63.3% | -59.3% |
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 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