+293.0%
PCAR vs FLR
+17.5%
+275.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +2.3% |
| 7D | +2.9% | +8.5% | -5.6% | +1.5% |
| 30D | -2.1% | -0.7% | -1.4% | -2.2% |
| 3M | -20.4% | -11.7% | -8.7% | -19.0% |
| 6M | -7.0% | +16.2% | -23.2% | -10.1% |
| YTD | -2.6% | +27.0% | -29.6% | -7.8% |
| 1Y | +9.8% | +10.1% | -0.3% | +6.3% |
| 3Y | +37.3% | +46.2% | -8.9% | +23.1% |
| 5Y | +116.4% | +121.4% | -5.0% | +78.3% |
| 10Y | +293.0% | +11.0% | +282.0% | +267.7% |
| All | +293.0% | +17.5% | +275.5% | +267.7% |
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