+8,908.5%
PCAR vs FDS
+10,327.4%
-1,418.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -4.6% | +20.2% | -24.8% | -10.6% |
| 3M | -22.6% | +19.9% | -42.4% | -28.0% |
| 6M | -12.0% | +56.2% | -68.1% | -27.0% |
| YTD | -6.1% | +14.6% | -20.7% | -14.6% |
| 1Y | +6.3% | +31.6% | -25.3% | -8.5% |
| 3Y | +31.8% | -23.8% | +55.6% | +36.9% |
| 5Y | +104.2% | -22.6% | +126.7% | +107.4% |
| 10Y | +302.9% | +139.3% | +163.6% | +159.3% |
| All | +8,908.5% | +10,327.4% | -1,418.9% | +2,259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling