+35.0%
PCAR vs FGI
+2.3%
+32.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +2.2% | -11.6% | +13.7% | +2.2% |
| 30D | -4.4% | -3.3% | -1.1% | -4.4% |
| 3M | -21.4% | +65.6% | -87.0% | -21.9% |
| 6M | -7.3% | -2.8% | -4.6% | -7.6% |
| YTD | -3.8% | +30.1% | -33.9% | -4.7% |
| 1Y | +6.3% | +50.2% | -43.9% | +5.2% |
| All | +35.0% | +2.3% | +32.7% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling