+278.2%
PCAR vs FDX
+155.6%
+122.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.8% | +0.5% | +3.4% | +3.7% |
| 30D | -2.0% | +9.5% | -11.5% | -5.3% |
| 3M | -19.1% | -1.3% | -17.7% | -18.8% |
| 6M | -6.8% | +5.5% | -12.3% | -9.0% |
| YTD | -2.5% | +38.9% | -41.3% | -14.6% |
| 1Y | +9.7% | +58.8% | -49.2% | -8.7% |
| 3Y | +34.0% | +71.1% | -37.2% | +5.0% |
| 5Y | +113.3% | +76.3% | +37.0% | +59.8% |
| 10Y | +278.2% | +153.4% | +124.8% | +112.1% |
| All | +278.2% | +155.6% | +122.6% | +112.1% |
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