+35.8%
PCAR vs FLR
+35.7%
+0.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +4.9% | +5.4% | -0.4% | +4.0% |
| 30D | -1.4% | +2.8% | -4.3% | -2.1% |
| 3M | -18.1% | -6.4% | -11.7% | -17.5% |
| 6M | -4.0% | +8.8% | -12.8% | -6.4% |
| YTD | -1.5% | +23.6% | -25.1% | -6.8% |
| 1Y | +13.2% | +13.8% | -0.6% | +8.5% |
| 3Y | +35.8% | +36.5% | -0.7% | +15.4% |
| All | +35.8% | +35.7% | +0.1% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling