+3,264.0%
PCAR vs FLUT
+1,658.1%
+1,605.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.3% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | -4.6% | +7.7% | -12.3% | -4.9% |
| 3M | -22.6% | -12.2% | -10.4% | -22.2% |
| 6M | -12.0% | -17.6% | +5.6% | -11.4% |
| YTD | -6.1% | -62.0% | +55.9% | -2.4% |
| 1Y | +6.3% | -62.3% | +68.6% | +10.5% |
| 3Y | +31.8% | -52.0% | +83.7% | +35.2% |
| 5Y | +104.2% | -51.8% | +155.9% | +107.4% |
| 10Y | +302.9% | -26.3% | +329.2% | +302.6% |
| All | +3,264.0% | +1,658.1% | +1,605.9% | +3,414.5% |
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