+4,347.5%
PCAR vs FE
+566.1%
+3,781.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | -4.4% | +6.4% | -10.8% | -6.9% |
| 3M | -21.4% | -0.5% | -21.0% | -21.3% |
| 6M | -7.3% | +4.7% | -12.1% | -9.4% |
| YTD | -3.8% | +8.4% | -12.1% | -7.4% |
| 1Y | +6.3% | +7.2% | -0.9% | +2.7% |
| 3Y | +34.4% | +44.9% | -10.5% | +12.2% |
| 5Y | +109.2% | +46.3% | +62.9% | +71.3% |
| 10Y | +312.9% | +110.3% | +202.6% | +158.4% |
| All | +4,347.5% | +566.1% | +3,781.4% | +1,414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling