+364.4%
PCAR vs FN
+900.0%
-535.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -0.4% |
| 7D | -0.5% | -1.7% | +1.2% | -0.2% |
| 30D | -6.2% | -22.0% | +15.8% | -2.9% |
| 3M | +5.9% | -43.0% | +48.9% | +14.5% |
| 6M | +0.4% | -27.7% | +28.1% | +2.9% |
| YTD | +14.8% | -10.5% | +25.3% | +12.2% |
| 1Y | +30.1% | +12.5% | +17.6% | +20.9% |
| 3Y | +66.7% | +153.8% | -87.2% | +23.4% |
| 5Y | +166.1% | +288.0% | -121.9% | +72.5% |
| All | +364.4% | +900.0% | -535.6% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling