+364.4%
PCAR vs FE
+115.1%
+249.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -0.5% | +1.9% | -2.5% | -0.9% |
| 30D | -6.2% | -1.2% | -5.1% | -6.0% |
| 3M | +5.9% | +3.5% | +2.4% | +5.0% |
| 6M | +0.4% | -6.1% | +6.5% | +1.7% |
| YTD | +14.8% | +7.6% | +7.2% | +12.8% |
| 1Y | +30.1% | +11.9% | +18.2% | +26.6% |
| 3Y | +66.7% | +48.4% | +18.2% | +50.3% |
| 5Y | +166.1% | +44.8% | +121.3% | +140.0% |
| All | +364.4% | +115.1% | +249.3% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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