-84.0%
FIG vs PCAR
+9.7%
-93.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.1% | -17.0% |
| 7D | -17.4% | +2.2% | -19.5% | -17.1% |
| 30D | -15.9% | -4.4% | -11.5% | -17.1% |
| 3M | -34.5% | -21.4% | -13.1% | -39.3% |
| 6M | -5.0% | -7.3% | +2.3% | -5.9% |
| YTD | -50.7% | -3.8% | -46.9% | -51.9% |
| 1Y | -58.1% | +6.3% | -64.4% | -58.8% |
| All | -84.0% | +9.7% | -93.7% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling