+117.3%
PCAR vs FFIV
+41.1%
+76.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +2.2% |
| 7D | +2.2% | -2.9% | +5.1% | +2.9% |
| 30D | +0.3% | -32.4% | +32.7% | +9.7% |
| 3M | -17.9% | -22.7% | +4.8% | -13.8% |
| 6M | -3.4% | -10.7% | +7.3% | -3.2% |
| YTD | -0.1% | +25.4% | -25.5% | -10.7% |
| 1Y | +13.4% | +34.2% | -20.8% | -0.9% |
| 3Y | +37.2% | +101.2% | -64.0% | +4.0% |
| 5Y | +117.3% | +42.0% | +75.4% | +68.3% |
| All | +117.3% | +41.1% | +76.2% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling