+367.9%
PCAR vs FTI
+297.7%
+70.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.2% | -2.3% | +2.1% | +0.3% |
| 30D | -6.9% | +5.0% | -11.9% | -7.9% |
| 3M | +2.1% | +13.8% | -11.7% | -1.0% |
| 6M | +1.6% | +22.9% | -21.3% | -3.3% |
| YTD | +12.2% | +75.0% | -62.8% | -0.9% |
| 1Y | +28.0% | +96.9% | -68.8% | +10.1% |
| 3Y | +61.0% | +276.7% | -215.8% | +18.6% |
| 5Y | +163.9% | +1,157.0% | -993.1% | +45.1% |
| 10Y | +367.9% | +310.7% | +57.2% | +202.9% |
| All | +367.9% | +297.7% | +70.2% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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