+657.6%
PCAR vs FN
+3,620.5%
-2,962.9%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.4% |
| 6M | +0.4% | -27.7% | +28.1% | +2.9% |
| YTD | +14.8% | -10.5% | +25.3% | +12.4% |
| 1Y | +30.1% | +12.5% | +17.6% | +21.4% |
| 3Y | +66.7% | +153.8% | -87.2% | +26.9% |
| 5Y | +166.1% | +288.0% | -121.9% | +81.4% |
| 10Y | +353.7% | +906.4% | -552.8% | +150.1% |
| All | +657.6% | +3,620.5% | -2,962.9% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling