+359.1%
PCAR vs FTV
+77.3%
+281.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -7.7% | -8.3% | +0.6% | -3.0% |
| 3M | +3.7% | -7.4% | +11.1% | +8.3% |
| 6M | +2.3% | -1.2% | +3.5% | +2.7% |
| YTD | +12.8% | +2.7% | +10.1% | +9.7% |
| 1Y | +27.8% | +18.4% | +9.3% | +14.1% |
| 3Y | +61.8% | -2.0% | +63.8% | +59.0% |
| 5Y | +168.2% | +3.4% | +164.8% | +150.3% |
| 10Y | +359.1% | +78.5% | +280.6% | +210.7% |
| All | +359.1% | +77.3% | +281.8% | +210.7% |
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