+106.6%
PCAR vs FN
+170.4%
-63.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +11.7% | -14.1% | -3.7% |
| 7D | +0.1% | 0.0% | +0.1% | -0.4% |
| 30D | -4.6% | -34.3% | +29.7% | -0.3% |
| 3M | -22.6% | -39.9% | +17.3% | -18.6% |
| 6M | -12.0% | -51.8% | +39.9% | -5.7% |
| YTD | -6.1% | -28.1% | +22.1% | -6.1% |
| 1Y | +6.3% | -29.1% | +35.4% | +6.1% |
| 3Y | +31.8% | +102.4% | -70.7% | +4.3% |
| All | +106.6% | +170.4% | -63.7% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling