+9.5%
PCAR vs FND
-10.2%
+19.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.7% |
| 7D | +2.9% | +8.5% | -5.6% | +0.9% |
| 30D | -2.1% | +17.2% | -19.3% | -5.8% |
| 3M | -20.4% | -14.9% | -5.4% | -17.9% |
| 6M | -7.0% | +3.1% | -10.1% | -8.8% |
| YTD | -2.6% | -12.4% | +9.8% | -4.1% |
| All | +9.5% | -10.2% | +19.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling