+295.0%
PCAR vs FITB
+226.2%
+68.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | +0.3% | +7.0% | -6.7% | -2.3% |
| 3M | -17.9% | -4.8% | -13.2% | -16.4% |
| 6M | -3.4% | +13.5% | -17.0% | -8.1% |
| YTD | -0.1% | +19.1% | -19.2% | -7.0% |
| 1Y | +13.4% | +30.8% | -17.3% | +1.8% |
| 3Y | +37.2% | +141.6% | -104.4% | -3.4% |
| 5Y | +117.3% | +48.3% | +69.1% | +78.7% |
| 10Y | +295.0% | +215.9% | +79.0% | +125.4% |
| All | +295.0% | +226.2% | +68.8% | +125.4% |
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