+335.4%
PCAR vs FWONK
+274.4%
+61.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | 0.0% | -2.1% | +2.1% | +0.5% |
| 30D | -7.7% | -7.7% | 0.0% | -6.0% |
| 3M | +3.7% | +9.3% | -5.6% | +1.3% |
| 6M | +2.3% | +13.3% | -11.0% | -1.1% |
| YTD | +12.8% | -3.6% | +16.4% | +13.2% |
| 1Y | +27.8% | -6.8% | +34.5% | +29.0% |
| 3Y | +61.8% | +43.9% | +17.9% | +44.9% |
| 5Y | +168.2% | +94.4% | +73.8% | +119.9% |
| 10Y | +359.1% | +353.8% | +5.3% | +187.9% |
| All | +335.4% | +274.4% | +61.0% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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