+134.2%
PCAR vs FGI
-70.4%
+204.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | +0.1% |
| 7D | -0.5% | +0.5% | -1.1% | -0.5% |
| 30D | -6.2% | +65.4% | -71.6% | -7.2% |
| 3M | +5.9% | +23.5% | -17.6% | +5.1% |
| 6M | +0.4% | +60.5% | -60.1% | -1.3% |
| YTD | +14.8% | +30.0% | -15.2% | +13.1% |
| 1Y | +30.1% | +82.1% | -52.0% | +27.1% |
| 3Y | +66.7% | -4.4% | +71.0% | +64.8% |
| All | +134.2% | -70.4% | +204.6% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling