+178.1%
PCAR vs FRSH
-72.6%
+250.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -1.6% | -11.2% | +9.6% | -0.6% |
| 30D | -7.3% | -0.8% | -6.4% | -7.3% |
| 3M | +7.8% | +26.4% | -18.6% | +5.3% |
| 6M | +3.6% | +48.4% | -44.8% | -0.8% |
| YTD | +12.9% | -3.1% | +16.0% | +12.4% |
| 1Y | +27.3% | -8.7% | +36.0% | +27.4% |
| 3Y | +61.9% | -45.8% | +107.7% | +67.1% |
| All | +178.1% | -72.6% | +250.6% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling