+293.0%
PCAR vs FN
+837.6%
-544.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.9% | -8.2% | +1.9% |
| 7D | +2.9% | +16.3% | -13.4% | -0.1% |
| 30D | -2.1% | -24.7% | +22.6% | +1.4% |
| 3M | -20.4% | -34.9% | +14.6% | -16.2% |
| 6M | -7.0% | -41.1% | +34.1% | -1.9% |
| YTD | -2.6% | -19.6% | +17.0% | -4.6% |
| 1Y | +9.8% | -18.5% | +28.3% | +6.8% |
| 3Y | +37.3% | +119.1% | -81.9% | +2.8% |
| 5Y | +116.4% | +206.9% | -90.5% | +44.9% |
| 10Y | +293.0% | +826.4% | -533.5% | +109.6% |
| All | +293.0% | +837.6% | -544.6% | +109.6% |
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