+9,131.1%
PCAR vs FDS
+10,727.5%
-1,596.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +2.2% | +6.4% | -4.2% | -0.1% |
| 30D | -4.4% | +25.2% | -29.6% | -11.7% |
| 3M | -21.4% | +22.9% | -44.3% | -27.6% |
| 6M | -7.3% | +56.5% | -63.8% | -23.2% |
| YTD | -3.8% | +19.0% | -22.7% | -13.7% |
| 1Y | +6.3% | +32.7% | -26.4% | -8.7% |
| 3Y | +34.4% | -20.4% | +54.8% | +37.4% |
| 5Y | +109.2% | -19.6% | +128.8% | +109.8% |
| 10Y | +312.9% | +148.5% | +164.4% | +162.2% |
| All | +9,131.1% | +10,727.5% | -1,596.4% | +2,286.1% |
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