+15,068.3%
PCAR vs FDX
+4,233.7%
+10,834.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -0.5% | -2.5% | +2.0% | +0.6% |
| 30D | -6.2% | +3.8% | -10.0% | -7.9% |
| 3M | +5.9% | -1.3% | +7.2% | +6.3% |
| 6M | +0.4% | +5.0% | -4.6% | -2.4% |
| YTD | +14.8% | +39.6% | -24.8% | -1.5% |
| 1Y | +30.1% | +81.1% | -51.0% | -0.5% |
| 3Y | +66.7% | +63.0% | +3.6% | +28.7% |
| 5Y | +166.1% | +65.6% | +100.5% | +95.1% |
| 10Y | +353.7% | +183.4% | +170.3% | +142.3% |
| All | +15,068.3% | +4,233.7% | +10,834.7% | +3,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling