+295.0%
PCAR vs FDS
+132.8%
+162.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.7% |
| 7D | +2.2% | -2.1% | +4.3% | +2.8% |
| 30D | +0.3% | +16.0% | -15.7% | -3.9% |
| 3M | -17.9% | +18.8% | -36.7% | -22.3% |
| 6M | -3.4% | +54.1% | -57.5% | -16.9% |
| YTD | -0.1% | +17.0% | -17.1% | -6.7% |
| 1Y | +13.4% | +25.5% | -12.1% | +2.8% |
| 3Y | +37.2% | -23.3% | +60.5% | +48.4% |
| 5Y | +117.3% | -22.6% | +140.0% | +130.3% |
| 10Y | +295.0% | +130.2% | +164.7% | +151.7% |
| All | +295.0% | +132.8% | +162.2% | +151.7% |
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