+293.0%
PCAR vs FDS
+135.1%
+157.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | +2.9% | -5.0% | +7.9% | +4.4% |
| 30D | -2.1% | +13.8% | -15.9% | -5.8% |
| 3M | -20.4% | +14.8% | -35.2% | -23.9% |
| 6M | -7.0% | +47.4% | -54.4% | -18.9% |
| YTD | -2.6% | +14.2% | -16.8% | -8.5% |
| 1Y | +9.8% | +26.6% | -16.9% | -1.2% |
| 3Y | +37.3% | -24.4% | +61.7% | +48.9% |
| 5Y | +116.4% | -22.6% | +139.1% | +128.6% |
| 10Y | +293.0% | +130.0% | +163.0% | +147.9% |
| All | +293.0% | +135.1% | +157.8% | +147.9% |
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