+4,491.1%
PCAR vs FLR
+603.8%
+3,887.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | -0.5% | +5.4% | -5.9% | -2.1% |
| 30D | -6.2% | +11.4% | -17.6% | -9.9% |
| 3M | +5.9% | +11.4% | -5.5% | +1.3% |
| 6M | +0.4% | +16.6% | -16.2% | -6.1% |
| YTD | +14.8% | +41.7% | -26.9% | +1.0% |
| 1Y | +30.1% | +35.4% | -5.3% | +15.0% |
| 3Y | +66.7% | +57.3% | +9.3% | +32.3% |
| 5Y | +166.1% | +241.0% | -74.9% | +57.3% |
| 10Y | +353.7% | +16.6% | +337.0% | +200.5% |
| All | +4,491.1% | +603.8% | +3,887.2% | +1,382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling