+3,405.7%
PCAR vs FFIV
+5,982.7%
-2,577.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.7% |
| 7D | +2.2% | -14.2% | +16.4% | +4.6% |
| 30D | -4.4% | -33.6% | +29.2% | +1.5% |
| 3M | -21.4% | -24.2% | +2.8% | -18.5% |
| 6M | -7.3% | -8.3% | +1.0% | -7.0% |
| YTD | -3.8% | +22.1% | -25.9% | -8.1% |
| 1Y | +6.3% | +26.5% | -20.2% | +0.9% |
| 3Y | +34.4% | +102.3% | -67.9% | +17.7% |
| 5Y | +109.2% | +40.6% | +68.6% | +92.3% |
| 10Y | +312.9% | +129.7% | +183.2% | +247.3% |
| All | +3,405.7% | +5,982.7% | -2,577.0% | +1,867.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling