+31.8%
PCAR vs FLR
+27.4%
+4.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.7% | -3.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | -4.6% | -9.1% | +4.5% | -3.1% |
| 3M | -22.6% | -4.7% | -17.9% | -22.5% |
| 6M | -12.0% | -14.2% | +2.3% | -10.6% |
| YTD | -6.1% | +17.3% | -23.4% | -10.4% |
| 1Y | +6.3% | +4.3% | +2.1% | +3.5% |
| 3Y | +31.8% | +30.7% | +1.0% | +12.3% |
| All | +31.8% | +27.4% | +4.3% | +12.3% |
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