+285.9%
PCAR vs FLR
+8.6%
+277.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.3% |
| 7D | +2.1% | +10.1% | -8.0% | +0.5% |
| 30D | -1.2% | -0.5% | -0.7% | -1.3% |
| 3M | -18.6% | -4.8% | -13.8% | -18.2% |
| 6M | -5.1% | +10.7% | -15.8% | -7.5% |
| YTD | -1.8% | +25.0% | -26.7% | -6.7% |
| 1Y | +10.6% | +8.3% | +2.4% | +7.5% |
| 3Y | +34.9% | +36.8% | -1.9% | +22.3% |
| 5Y | +114.0% | +121.8% | -7.8% | +76.4% |
| All | +285.9% | +8.6% | +277.3% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling