+335.2%
PCAR vs USFR
+28.5%
+306.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -4.6% | +0.4% | -5.0% | -4.7% |
| 3M | -22.6% | +1.1% | -23.6% | -22.9% |
| 6M | -12.0% | +2.1% | -14.0% | -12.6% |
| YTD | -6.1% | +3.4% | -9.5% | -7.3% |
| 1Y | +6.3% | +4.1% | +2.2% | +4.7% |
| 3Y | +31.8% | +14.4% | +17.4% | +24.7% |
| 5Y | +104.2% | +21.3% | +82.8% | +88.1% |
| 10Y | +302.9% | +28.5% | +274.5% | +261.8% |
| All | +335.2% | +28.5% | +306.6% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling