-16.2%
PCAR vs FPS
-17.4%
+1.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.1% | +0.3% |
| 7D | +3.8% | -20.9% | +24.7% | +4.2% |
| 30D | -2.0% | -46.3% | +44.4% | +0.1% |
| 3M | -19.1% | -42.9% | +23.8% | -17.7% |
| 6M | -6.8% | -46.8% | +40.0% | -5.4% |
| All | -16.2% | -17.4% | +1.2% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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