+31.8%
PCAR vs FITB
+123.2%
-91.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | +0.1% | -1.5% | +1.6% | +0.8% |
| 30D | -4.6% | +5.8% | -10.4% | -7.1% |
| 3M | -22.6% | -6.1% | -16.5% | -20.4% |
| 6M | -12.0% | +5.9% | -17.9% | -14.4% |
| YTD | -6.1% | +16.1% | -22.2% | -12.9% |
| 1Y | +6.3% | +28.8% | -22.5% | -5.9% |
| 3Y | +31.8% | +126.0% | -94.2% | +2.1% |
| All | +31.8% | +123.2% | -91.4% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling