+12.2%
PCAR vs FFIV
+33.5%
-21.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.1% |
| 7D | +3.7% | -9.8% | +13.4% | +4.6% |
| 30D | -2.9% | -28.1% | +25.2% | -0.3% |
| 3M | -21.7% | -20.0% | -1.7% | -20.7% |
| 6M | -6.6% | -0.1% | -6.6% | -8.8% |
| YTD | -2.2% | +29.2% | -31.4% | -11.7% |
| 1Y | +12.2% | +36.6% | -24.4% | -3.0% |
| All | +12.2% | +33.5% | -21.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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