+293.0%
PCAR vs FTI
+185.2%
+107.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +2.9% | -4.3% | +7.2% | +3.8% |
| 30D | -2.1% | -8.0% | +5.9% | -0.7% |
| 3M | -20.4% | -8.0% | -12.3% | -19.3% |
| 6M | -7.0% | -8.7% | +1.7% | -6.0% |
| YTD | -2.6% | +43.9% | -46.5% | -10.8% |
| 1Y | +9.8% | +49.8% | -40.0% | -0.3% |
| 3Y | +37.3% | +211.7% | -174.4% | +5.1% |
| 5Y | +116.4% | +781.6% | -665.1% | +28.2% |
| 10Y | +293.0% | +180.2% | +112.8% | +178.3% |
| All | +293.0% | +185.2% | +107.8% | +178.3% |
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