+41.9%
PCAR vs FBTC
+65.3%
-23.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -0.5% | +2.9% | -3.4% | -0.9% |
| 30D | -6.2% | +23.0% | -29.3% | -9.0% |
| 3M | +5.9% | +25.6% | -19.7% | +2.3% |
| 6M | +0.4% | +9.0% | -8.6% | -1.3% |
| YTD | +14.8% | -8.9% | +23.8% | +15.3% |
| 1Y | +30.1% | -27.5% | +57.6% | +35.1% |
| All | +41.9% | +65.3% | -23.4% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 all: compounded portfolio wealth divided by compounded FBTC 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…
all analysis · Full analysis span regression · 6 months rolling