+6.3%
PCAR vs FITB
+29.0%
-22.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.9% |
| 30D | -4.6% | +5.8% | -10.4% | -7.4% |
| 3M | -22.6% | -6.1% | -16.5% | -20.0% |
| 6M | -12.0% | +5.9% | -17.9% | -14.7% |
| YTD | -6.1% | +16.1% | -22.2% | -16.5% |
| 1Y | +6.3% | +28.8% | -22.5% | -13.7% |
| All | +6.3% | +29.0% | -22.7% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling