+172.3%
PCAR vs USFR
+20.4%
+151.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | +5.9% | +1.0% | +4.9% | +9.2% |
| 6M | +0.4% | +1.9% | -1.5% | +6.1% |
| YTD | +14.8% | +2.6% | +12.2% | +23.2% |
| 1Y | +30.1% | +4.0% | +26.1% | +44.0% |
| 3Y | +66.7% | +14.1% | +52.5% | +129.7% |
| All | +172.3% | +20.4% | +151.9% | +319.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling