+172.3%
PCAR vs FTV
+2.3%
+170.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | -0.5% | -4.5% | +4.0% | +2.1% |
| 30D | -6.2% | -7.1% | +0.8% | -2.3% |
| 3M | +5.9% | -7.2% | +13.1% | +10.3% |
| 6M | +0.4% | -1.5% | +1.9% | +1.0% |
| YTD | +14.8% | +3.5% | +11.4% | +11.3% |
| 1Y | +30.1% | +20.3% | +9.8% | +15.3% |
| 3Y | +66.7% | -3.1% | +69.8% | +64.6% |
| All | +172.3% | +2.3% | +170.0% | +141.0% |
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