+303.7%
PCAR vs FN
+663.9%
-360.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.7% | +0.6% |
| 7D | +2.2% | -16.0% | +18.1% | +4.4% |
| 30D | -4.4% | -40.1% | +35.7% | +2.7% |
| 3M | -21.4% | -43.9% | +22.5% | -15.4% |
| 6M | -7.3% | -55.6% | +48.3% | +2.3% |
| YTD | -3.8% | -35.7% | +31.9% | -2.2% |
| 1Y | +6.3% | -39.8% | +46.1% | +8.8% |
| 3Y | +34.4% | +80.3% | -45.9% | +3.8% |
| 5Y | +109.2% | +143.3% | -34.1% | +45.8% |
| All | +303.7% | +663.9% | -360.2% | +125.2% |
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