+106.6%
PCAR vs FND
-61.6%
+168.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +0.1% | +7.7% | -7.6% | -1.7% |
| 30D | -4.6% | +11.9% | -16.4% | -7.2% |
| 3M | -22.6% | -14.6% | -8.0% | -20.1% |
| 6M | -12.0% | +0.5% | -12.4% | -13.2% |
| YTD | -6.1% | -15.8% | +9.7% | -4.3% |
| 1Y | +6.3% | -12.9% | +19.3% | +7.3% |
| 3Y | +31.8% | -34.2% | +65.9% | +38.2% |
| All | +106.6% | -61.6% | +168.2% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling