+10.7%
PCAR vs FE
+4.8%
+5.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | -2.0% | +4.3% | -6.3% | -2.9% |
| 3M | -19.1% | +0.4% | -19.5% | -19.2% |
| 6M | -6.8% | +6.9% | -13.8% | -8.1% |
| YTD | -2.5% | +8.0% | -10.5% | -0.4% |
| All | +10.7% | +4.8% | +5.9% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling