+12,304.7%
PCAR vs FITB
+2,780.8%
+9,523.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | -4.6% | +5.8% | -10.4% | -6.2% |
| 3M | -22.6% | -6.1% | -16.5% | -21.1% |
| 6M | -12.0% | +5.9% | -17.9% | -13.6% |
| YTD | -6.1% | +16.1% | -22.2% | -10.6% |
| 1Y | +6.3% | +28.8% | -22.5% | -1.9% |
| 3Y | +31.8% | +126.0% | -94.2% | +1.3% |
| 5Y | +104.2% | +45.3% | +58.9% | +75.8% |
| 10Y | +302.9% | +255.4% | +47.5% | +147.5% |
| All | +12,304.7% | +2,780.8% | +9,523.9% | +3,051.6% |
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