+287.1%
PCAR vs FDS
+127.7%
+159.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +4.9% | +1.5% | +3.5% | +4.5% |
| 30D | -1.4% | +14.8% | -16.2% | -5.3% |
| 3M | -18.1% | +16.3% | -34.4% | -22.0% |
| 6M | -4.0% | +66.2% | -70.2% | -19.4% |
| YTD | -1.5% | +16.2% | -17.7% | -7.8% |
| 1Y | +13.2% | +21.8% | -8.7% | +3.7% |
| 3Y | +35.8% | -23.9% | +59.7% | +47.2% |
| 5Y | +114.6% | -23.1% | +137.7% | +127.8% |
| All | +287.1% | +127.7% | +159.4% | +146.8% |
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