+364.4%
PCAR vs RBA
+187.5%
+176.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -0.5% | -2.9% | +2.4% | +0.3% |
| 30D | -6.2% | -12.3% | +6.1% | -2.8% |
| 3M | +5.9% | -20.5% | +26.4% | +12.4% |
| 6M | +0.4% | -18.5% | +18.9% | +5.7% |
| YTD | +14.8% | -18.2% | +33.1% | +20.4% |
| 1Y | +30.1% | -27.5% | +57.6% | +40.9% |
| 3Y | +66.7% | +38.1% | +28.6% | +49.2% |
| 5Y | +166.1% | +44.8% | +121.3% | +128.5% |
| All | +364.4% | +187.5% | +176.9% | +198.3% |
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