+172.3%
PCAR vs FDX
+65.4%
+106.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -0.5% | -2.5% | +2.0% | +0.3% |
| 30D | -6.2% | +3.8% | -10.0% | -7.5% |
| 3M | +5.9% | -1.3% | +7.2% | +6.2% |
| 6M | +0.4% | +5.0% | -4.6% | -1.7% |
| YTD | +14.8% | +39.6% | -24.8% | +2.4% |
| 1Y | +30.1% | +81.1% | -51.0% | +6.6% |
| 3Y | +66.7% | +63.0% | +3.6% | +37.5% |
| All | +172.3% | +65.4% | +106.9% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling