+5,207.2%
PCAR vs FE
+561.4%
+4,645.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.4% |
| 7D | -0.5% | +1.9% | -2.5% | -1.3% |
| 30D | -6.2% | -1.2% | -5.1% | -5.8% |
| 3M | +5.9% | +3.5% | +2.4% | +4.2% |
| 6M | +0.4% | -6.1% | +6.5% | +2.7% |
| YTD | +14.8% | +7.6% | +7.2% | +10.9% |
| 1Y | +30.1% | +11.9% | +18.2% | +23.4% |
| 3Y | +66.7% | +48.4% | +18.2% | +37.6% |
| 5Y | +166.1% | +44.8% | +121.3% | +118.8% |
| 10Y | +353.7% | +115.9% | +237.8% | +179.3% |
| All | +5,207.2% | +561.4% | +4,645.7% | +1,712.8% |
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