+294.0%
PCAR vs FE
+105.3%
+188.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | -4.6% | +4.1% | -8.7% | -5.4% |
| 3M | -22.6% | -1.0% | -21.6% | -22.4% |
| 6M | -12.0% | +4.0% | -16.0% | -12.8% |
| YTD | -6.1% | +6.8% | -12.9% | -7.6% |
| 1Y | +6.3% | +5.3% | +1.0% | +4.9% |
| 3Y | +31.8% | +44.6% | -12.8% | +19.6% |
| 5Y | +104.2% | +44.2% | +60.0% | +84.4% |
| All | +294.0% | +105.3% | +188.7% | +247.0% |
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