+35.8%
PCAR vs FTI
+212.2%
-176.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | +4.9% | +4.3% | +0.6% | +4.0% |
| 30D | -1.4% | -4.7% | +3.2% | -0.7% |
| 3M | -18.1% | -13.5% | -4.6% | -15.8% |
| 6M | -4.0% | -8.7% | +4.7% | -2.9% |
| YTD | -1.5% | +49.0% | -50.5% | -12.1% |
| 1Y | +13.2% | +54.0% | -40.8% | +0.1% |
| 3Y | +35.8% | +211.6% | -175.8% | +1.7% |
| All | +35.8% | +212.2% | -176.4% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling