-83.2%
FIG vs PCAR
+12.3%
-95.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.9% |
| 7D | +3.4% | +4.9% | -1.5% | +4.2% |
| 30D | -9.5% | -1.4% | -8.0% | -10.2% |
| 3M | -26.2% | -18.1% | -8.1% | -31.0% |
| 6M | +2.7% | -4.0% | +6.7% | +2.4% |
| YTD | -48.0% | -1.5% | -46.5% | -49.1% |
| 1Y | -52.0% | +13.2% | -65.2% | -51.9% |
| All | -83.2% | +12.3% | -95.5% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling