+4,083.4%
PCAR vs FFIV
+7,518.9%
-3,435.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.5% | -1.0% | +0.4% | -0.4% |
| 30D | -6.2% | -5.1% | -1.2% | -5.6% |
| 3M | +5.9% | -4.5% | +10.3% | +6.4% |
| 6M | +0.4% | +36.5% | -36.1% | -5.0% |
| YTD | +14.8% | +53.0% | -38.1% | +6.5% |
| 1Y | +30.1% | +24.2% | +5.9% | +24.4% |
| 3Y | +66.7% | +137.2% | -70.6% | +43.2% |
| 5Y | +166.1% | +91.8% | +74.4% | +134.3% |
| 10Y | +353.7% | +215.2% | +138.5% | +265.5% |
| All | +4,083.4% | +7,518.9% | -3,435.5% | +2,180.6% |
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