+106.6%
PCAR vs FTV
+12.0%
+94.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +0.1% | +0.2% | -0.1% | -0.1% |
| 30D | -4.6% | +15.7% | -20.2% | -12.2% |
| 3M | -22.6% | +7.5% | -30.1% | -25.9% |
| 6M | -12.0% | +8.5% | -20.4% | -16.2% |
| YTD | -6.1% | +18.8% | -24.9% | -16.0% |
| 1Y | +6.3% | +28.5% | -22.2% | -9.1% |
| 3Y | +31.8% | +34.0% | -2.2% | +8.2% |
| All | +106.6% | +12.0% | +94.6% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling