+287.1%
PCAR vs FDX
+155.8%
+131.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | +4.9% | +5.2% | -0.3% | +2.9% |
| 30D | -1.4% | +11.3% | -12.7% | -5.4% |
| 3M | -18.1% | -4.1% | -14.0% | -16.9% |
| 6M | -4.0% | +9.6% | -13.7% | -7.6% |
| YTD | -1.5% | +40.9% | -42.4% | -14.1% |
| 1Y | +13.2% | +53.0% | -39.8% | -4.4% |
| 3Y | +35.8% | +74.1% | -38.3% | +5.8% |
| 5Y | +114.6% | +75.1% | +39.5% | +61.4% |
| All | +287.1% | +155.8% | +131.3% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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