+294.0%
PCAR vs RBA
+224.6%
+69.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | +0.1% | +4.3% | -4.2% | -1.1% |
| 30D | -4.6% | +16.3% | -20.9% | -8.7% |
| 3M | -22.6% | +1.3% | -23.9% | -23.1% |
| 6M | -12.0% | -11.1% | -0.9% | -9.7% |
| YTD | -6.1% | -8.5% | +2.4% | -4.8% |
| 1Y | +6.3% | -2.1% | +8.4% | +5.7% |
| 3Y | +31.8% | +44.6% | -12.8% | +16.4% |
| 5Y | +104.2% | +36.8% | +67.3% | +79.6% |
| All | +294.0% | +224.6% | +69.4% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling