+10,915.5%
PCAR vs FDS
+9,502.8%
+1,412.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.4% |
| 7D | -0.5% | -1.9% | +1.4% | +0.1% |
| 30D | -6.2% | +9.0% | -15.2% | -9.3% |
| 3M | +5.9% | +18.9% | -13.0% | -1.8% |
| 6M | +0.4% | +35.1% | -34.7% | -12.5% |
| YTD | +14.8% | +5.5% | +9.3% | +8.1% |
| 1Y | +30.1% | -16.8% | +46.9% | +32.5% |
| 3Y | +66.7% | -28.1% | +94.7% | +77.6% |
| 5Y | +166.1% | -17.4% | +183.5% | +164.8% |
| 10Y | +353.7% | +85.4% | +268.2% | +221.6% |
| All | +10,915.5% | +9,502.8% | +1,412.7% | +2,887.6% |
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