+293.0%
PCAR vs FITB
+247.7%
+45.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +2.7% |
| 7D | +2.9% | -1.1% | +4.0% | +3.4% |
| 30D | -2.1% | +7.3% | -9.5% | -4.8% |
| 3M | -20.4% | -4.0% | -16.4% | -19.1% |
| 6M | -7.0% | +11.9% | -18.9% | -11.0% |
| YTD | -2.6% | +19.0% | -21.6% | -9.4% |
| 1Y | +9.8% | +31.0% | -21.3% | -1.5% |
| 3Y | +37.3% | +143.8% | -106.5% | -3.6% |
| 5Y | +116.4% | +48.9% | +67.6% | +77.7% |
| 10Y | +293.0% | +236.6% | +56.3% | +121.7% |
| All | +293.0% | +247.7% | +45.3% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling