+30.1%
PCAR vs FTV
+21.5%
+8.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.7% |
| 7D | -0.5% | -4.6% | +4.1% | +1.7% |
| 30D | -6.2% | -7.2% | +0.9% | -2.9% |
| 3M | +5.9% | -7.3% | +13.2% | +9.8% |
| 6M | +0.4% | -1.6% | +2.0% | +1.4% |
| YTD | +14.8% | +3.3% | +11.5% | +12.6% |
| 1Y | +30.1% | +20.2% | +9.9% | +14.6% |
| All | +30.1% | +21.5% | +8.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling