+276.9%
PCAR vs FDS
+127.5%
+149.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +3.5% | -2.0% | +5.5% | +4.1% |
| 30D | -2.3% | +13.5% | -15.8% | -5.8% |
| 3M | -19.3% | +15.2% | -34.5% | -23.0% |
| 6M | -7.1% | +47.0% | -54.2% | -19.0% |
| YTD | -2.8% | +13.9% | -16.7% | -8.6% |
| 1Y | +9.3% | +25.2% | -15.9% | -1.2% |
| 3Y | +33.5% | -25.3% | +58.9% | +45.5% |
| 5Y | +112.6% | -23.3% | +135.9% | +125.3% |
| 10Y | +276.9% | +126.0% | +150.9% | +144.3% |
| All | +276.9% | +127.5% | +149.5% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling