+287.1%
PCAR vs FN
+700.1%
-413.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +1.4% |
| 7D | +4.9% | +0.3% | +4.7% | +4.7% |
| 30D | -1.4% | -16.5% | +15.1% | +0.4% |
| 3M | -18.1% | -42.1% | +24.0% | -12.2% |
| 6M | -4.0% | -52.9% | +48.9% | +5.1% |
| YTD | -1.5% | -28.0% | +26.5% | -1.9% |
| 1Y | +13.2% | -18.5% | +31.7% | +9.7% |
| 3Y | +35.8% | +93.9% | -58.1% | +3.5% |
| 5Y | +114.6% | +170.5% | -55.9% | +46.2% |
| All | +287.1% | +700.1% | -413.0% | +107.1% |
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