+115.2%
PCAR vs FLUT
-52.1%
+167.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | -1.4% | +9.3% | -10.7% | -2.5% |
| 3M | -18.1% | -17.5% | -0.7% | -16.5% |
| 6M | -4.0% | -14.6% | +10.6% | -3.0% |
| YTD | -1.5% | -62.3% | +60.8% | +10.0% |
| 1Y | +13.2% | -59.6% | +72.8% | +25.2% |
| 3Y | +35.8% | -45.3% | +81.1% | +42.6% |
| All | +115.2% | -52.1% | +167.3% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 5y: compounded portfolio wealth divided by compounded FLUT 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…
5y analysis · Full analysis span regression · 6 months rolling