+361.8%
PCAR vs FLR
+18.3%
+343.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | -1.6% | -6.9% | +5.3% | -0.4% |
| 30D | -7.3% | +1.1% | -8.4% | -7.6% |
| 3M | +7.8% | +14.3% | -6.5% | +4.8% |
| 6M | +3.6% | +19.1% | -15.5% | -0.4% |
| YTD | +12.9% | +35.1% | -22.3% | +6.1% |
| 1Y | +27.3% | +29.5% | -2.2% | +20.0% |
| 3Y | +61.9% | +53.0% | +8.9% | +44.2% |
| 5Y | +164.2% | +238.9% | -74.8% | +103.4% |
| All | +361.8% | +18.3% | +343.5% | +318.4% |
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