+15,068.3%
PCAR vs FITB
+2,855.6%
+12,212.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -6.2% | -4.7% | -1.5% | -4.8% |
| 3M | +5.9% | +6.7% | -0.8% | +3.8% |
| 6M | +0.4% | +12.6% | -12.2% | -3.3% |
| YTD | +14.8% | +19.1% | -4.3% | +8.5% |
| 1Y | +30.1% | +22.6% | +7.5% | +21.7% |
| 3Y | +66.7% | +127.1% | -60.5% | +27.6% |
| 5Y | +166.1% | +71.8% | +94.3% | +117.5% |
| 10Y | +353.7% | +287.2% | +66.5% | +171.5% |
| All | +15,068.3% | +2,855.6% | +12,212.7% | +3,723.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling