+295.0%
PCAR vs FTV
+107.5%
+187.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +2.2% | -0.7% | +2.9% | +2.6% |
| 30D | +0.3% | +18.3% | -18.0% | -9.2% |
| 3M | -17.9% | +10.2% | -28.1% | -22.7% |
| 6M | -3.4% | +12.8% | -16.2% | -10.3% |
| YTD | -0.1% | +23.4% | -23.5% | -13.0% |
| 1Y | +13.4% | +31.4% | -18.0% | -4.8% |
| 3Y | +37.2% | +38.7% | -1.5% | +9.9% |
| 5Y | +117.3% | +18.6% | +98.8% | +86.9% |
| 10Y | +295.0% | +110.1% | +184.8% | +136.3% |
| All | +295.0% | +107.5% | +187.5% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling