+3,792.6%
PCAR vs FLR
+530.7%
+3,261.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +1.3% |
| 7D | +2.9% | +8.5% | -5.6% | +0.3% |
| 30D | -2.1% | -0.7% | -1.4% | -2.3% |
| 3M | -20.4% | -11.7% | -8.7% | -18.1% |
| 6M | -7.0% | +16.2% | -23.2% | -12.6% |
| YTD | -2.6% | +27.0% | -29.6% | -12.1% |
| 1Y | +9.8% | +10.1% | -0.3% | +3.2% |
| 3Y | +37.3% | +46.2% | -8.9% | +11.0% |
| 5Y | +116.4% | +121.4% | -5.0% | +46.6% |
| 10Y | +293.0% | +11.0% | +282.0% | +162.6% |
| All | +3,792.6% | +530.7% | +3,261.9% | +1,191.3% |
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 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