+106.6%
PCAR vs FTI
+776.4%
-669.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -3.0% |
| 7D | +0.1% | -7.6% | +7.7% | +1.5% |
| 30D | -4.6% | -7.1% | +2.6% | -3.5% |
| 3M | -22.6% | -8.7% | -13.9% | -21.5% |
| 6M | -12.0% | -14.0% | +2.0% | -10.0% |
| YTD | -6.1% | +42.8% | -48.9% | -13.7% |
| 1Y | +6.3% | +50.4% | -44.0% | -3.3% |
| 3Y | +31.8% | +194.1% | -162.3% | +3.4% |
| All | +106.6% | +776.4% | -669.8% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling