+59.6%
PCAR vs FLNC
-62.1%
+121.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | 0.0% |
| 7D | -0.2% | -4.2% | +4.0% | 0.0% |
| 30D | -6.9% | -20.0% | +13.1% | -5.8% |
| 3M | +2.1% | -56.9% | +59.0% | +6.7% |
| 6M | +1.6% | -35.5% | +37.1% | +2.0% |
| YTD | +12.2% | -48.8% | +61.1% | +13.5% |
| 1Y | +28.0% | +49.3% | -21.2% | +16.8% |
| All | +59.6% | -62.1% | +121.8% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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