+3,321.2%
PCAR vs FFIV
+5,965.2%
-2,644.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +0.1% | -8.1% | +8.2% | +1.4% |
| 30D | -4.6% | -33.4% | +28.8% | +1.3% |
| 3M | -22.6% | -24.7% | +2.2% | -19.6% |
| 6M | -12.0% | -8.8% | -3.1% | -11.5% |
| YTD | -6.1% | +21.8% | -27.9% | -10.3% |
| 1Y | +6.3% | +25.3% | -19.0% | +1.1% |
| 3Y | +31.8% | +101.2% | -69.4% | +15.5% |
| 5Y | +104.2% | +40.2% | +64.0% | +87.7% |
| 10Y | +302.9% | +129.0% | +173.9% | +239.1% |
| All | +3,321.2% | +5,965.2% | -2,644.0% | +1,821.1% |
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