-83.2%
FIG vs PCAR
+11.0%
-94.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.5% | +3.8% |
| 7D | -12.6% | +2.9% | -15.5% | -12.2% |
| 30D | -13.8% | -2.1% | -11.6% | -14.5% |
| 3M | -16.7% | -20.4% | +3.7% | -22.7% |
| 6M | -6.1% | -7.0% | +0.9% | -6.9% |
| YTD | -48.1% | -2.6% | -45.4% | -49.3% |
| 1Y | -56.2% | +9.8% | -65.9% | -56.5% |
| All | -83.2% | +11.0% | -94.2% | -83.0% |
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 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