+3,347.1%
PCAR vs FLUT
+1,685.4%
+1,661.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.6% |
| 7D | +2.2% | +4.8% | -2.6% | +1.9% |
| 30D | -4.4% | +8.8% | -13.2% | -4.8% |
| 3M | -21.4% | -10.7% | -10.7% | -21.1% |
| 6M | -7.3% | -19.7% | +12.4% | -6.7% |
| YTD | -3.8% | -61.4% | +57.6% | -0.1% |
| 1Y | +6.3% | -61.6% | +67.9% | +10.4% |
| 3Y | +34.4% | -51.4% | +85.8% | +37.7% |
| 5Y | +109.2% | -51.0% | +160.2% | +112.4% |
| 10Y | +312.9% | -25.2% | +338.1% | +312.3% |
| All | +3,347.1% | +1,685.4% | +1,661.7% | +3,498.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling