+3,507.1%
PCAR vs FTI
+1,702.1%
+1,804.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -3.4% |
| 7D | +0.1% | -7.6% | +7.7% | +2.5% |
| 30D | -4.6% | -7.1% | +2.6% | -2.7% |
| 3M | -22.6% | -8.7% | -13.9% | -20.8% |
| 6M | -12.0% | -14.0% | +2.0% | -8.8% |
| YTD | -6.1% | +42.8% | -48.9% | -18.0% |
| 1Y | +6.3% | +50.4% | -44.0% | -8.8% |
| 3Y | +31.8% | +194.1% | -162.3% | -12.7% |
| 5Y | +104.2% | +775.2% | -671.0% | -13.5% |
| 10Y | +302.9% | +189.2% | +113.7% | +108.1% |
| All | +3,507.1% | +1,702.1% | +1,804.9% | +598.0% |
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