+293.0%
PCAR vs FTV
+113.3%
+179.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.0% | +2.1% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | -2.1% | +17.2% | -19.3% | -10.9% |
| 3M | -20.4% | +8.9% | -29.2% | -24.5% |
| 6M | -7.0% | +11.3% | -18.3% | -13.0% |
| YTD | -2.6% | +21.9% | -24.6% | -14.6% |
| 1Y | +9.8% | +31.6% | -21.8% | -7.9% |
| 3Y | +37.3% | +38.1% | -0.8% | +10.2% |
| 5Y | +116.4% | +15.7% | +100.7% | +88.8% |
| 10Y | +293.0% | +107.5% | +185.5% | +126.9% |
| All | +293.0% | +113.3% | +179.6% | +126.9% |
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