+115.2%
PCAR vs FITB
+48.6%
+66.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +4.9% | +2.8% | +2.2% | +3.8% |
| 30D | -1.4% | +9.8% | -11.2% | -5.2% |
| 3M | -18.1% | -5.2% | -13.0% | -16.4% |
| 6M | -4.0% | +17.3% | -21.3% | -10.3% |
| YTD | -1.5% | +19.3% | -20.8% | -8.9% |
| 1Y | +13.2% | +32.7% | -19.5% | +0.1% |
| 3Y | +35.8% | +141.6% | -105.8% | -5.6% |
| All | +115.2% | +48.6% | +66.6% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling