+295.0%
PCAR vs FE
+120.9%
+174.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.2% | -0.4% | +2.6% | +2.3% |
| 30D | +0.3% | +3.6% | -3.3% | -0.5% |
| 3M | -17.9% | +0.3% | -18.3% | -18.0% |
| 6M | -3.4% | +6.4% | -9.8% | -4.9% |
| YTD | -0.1% | +8.1% | -8.2% | -2.1% |
| 1Y | +13.4% | +4.6% | +8.8% | +12.0% |
| 3Y | +37.2% | +49.1% | -11.9% | +23.2% |
| 5Y | +117.3% | +46.1% | +71.2% | +95.0% |
| 10Y | +295.0% | +122.7% | +172.2% | +252.4% |
| All | +295.0% | +120.9% | +174.1% | +252.4% |
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