+278.2%
PCAR vs FFIV
+126.0%
+152.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.8% | -4.2% | +8.0% | +5.2% |
| 30D | -2.0% | -33.9% | +31.9% | +10.2% |
| 3M | -19.1% | -22.6% | +3.5% | -14.0% |
| 6M | -6.8% | -10.4% | +3.6% | -6.2% |
| YTD | -2.5% | +24.3% | -26.8% | -13.3% |
| 1Y | +9.7% | +31.8% | -22.1% | -4.6% |
| 3Y | +34.0% | +99.5% | -65.6% | -1.6% |
| 5Y | +113.3% | +40.7% | +72.6% | +73.1% |
| 10Y | +278.2% | +126.9% | +151.3% | +136.0% |
| All | +278.2% | +126.0% | +152.2% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling