+337.0%
PCAR vs FTV
+119.0%
+218.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 3M | -22.6% | +7.5% | -30.1% | -26.0% |
| 6M | -12.0% | +8.5% | -20.4% | -16.4% |
| YTD | -6.1% | +18.8% | -24.9% | -16.3% |
| 1Y | +6.3% | +28.5% | -22.2% | -9.4% |
| 3Y | +31.8% | +34.0% | -2.2% | +8.0% |
| 5Y | +104.2% | +12.6% | +91.6% | +81.3% |
| 10Y | +302.9% | +111.4% | +191.5% | +157.8% |
| All | +337.0% | +119.0% | +218.0% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling