+115.2%
PCAR vs FFIV
+35.3%
+79.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.0% |
| 7D | +4.9% | -0.5% | +5.5% | +5.1% |
| 30D | -1.4% | -32.4% | +31.0% | +7.8% |
| 3M | -18.1% | -25.7% | +7.6% | -13.2% |
| 6M | -4.0% | -13.5% | +9.5% | -3.0% |
| YTD | -1.5% | +21.1% | -22.6% | -11.2% |
| 1Y | +13.2% | +29.4% | -16.2% | -0.2% |
| 3Y | +35.8% | +94.9% | -59.1% | +3.7% |
| All | +115.2% | +35.3% | +79.9% | +68.8% |
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