+67.6%
PCAR vs USFR
+14.0%
+53.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.3% |
| 30D | -6.2% | +0.3% | -6.5% | -5.2% |
| 3M | +5.9% | +1.0% | +4.9% | +9.7% |
| 6M | +0.4% | +1.9% | -1.5% | +6.6% |
| YTD | +14.8% | +2.6% | +12.2% | +23.7% |
| 1Y | +30.1% | +4.0% | +26.1% | +43.6% |
| All | +67.6% | +14.0% | +53.6% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling