+115.2%
PCAR vs USFR
+21.4%
+93.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +4.9% | +0.1% | +4.9% | +5.1% |
| 30D | -1.4% | +0.4% | -1.8% | -0.4% |
| 3M | -18.1% | +1.1% | -19.2% | -15.8% |
| 6M | -4.0% | +2.0% | -6.0% | +1.2% |
| YTD | -1.5% | +3.5% | -4.9% | +7.0% |
| 1Y | +13.2% | +4.1% | +9.1% | +24.3% |
| 3Y | +35.8% | +14.4% | +21.4% | +77.5% |
| All | +115.2% | +21.4% | +93.9% | +193.7% |
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