+106.6%
PCAR vs FE
+43.6%
+63.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -4.6% | +5.2% | -9.8% | -5.7% |
| 3M | -22.6% | 0.0% | -22.5% | -22.6% |
| 6M | -12.0% | +5.0% | -17.0% | -13.1% |
| YTD | -6.1% | +7.9% | -14.0% | -7.9% |
| 1Y | +6.3% | +6.3% | 0.0% | +4.6% |
| 3Y | +31.8% | +46.0% | -14.2% | +17.0% |
| All | +106.6% | +43.6% | +63.0% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling