+4,310.7%
PCAR vs FTI
+2,165.1%
+2,145.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.5% | +5.3% | -5.8% | -2.2% |
| 30D | -6.2% | +15.3% | -21.6% | -10.6% |
| 3M | +5.9% | +15.8% | -9.9% | +0.3% |
| 6M | +0.4% | +22.6% | -22.2% | -7.1% |
| YTD | +14.8% | +79.5% | -64.7% | -6.4% |
| 1Y | +30.1% | +102.0% | -71.9% | +1.6% |
| 3Y | +66.7% | +315.8% | -249.2% | -1.3% |
| 5Y | +166.1% | +1,129.5% | -963.4% | +0.6% |
| 10Y | +353.7% | +320.9% | +32.7% | +104.7% |
| All | +4,310.7% | +2,165.1% | +2,145.5% | +697.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling