+293.0%
PCAR vs RBA
+236.6%
+56.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.0% |
| 7D | +2.9% | +2.5% | +0.4% | +2.2% |
| 30D | -2.1% | +11.6% | -13.7% | -5.2% |
| 3M | -20.4% | +1.5% | -21.9% | -20.9% |
| 6M | -7.0% | -6.6% | -0.3% | -5.9% |
| YTD | -2.6% | -6.3% | +3.6% | -2.0% |
| 1Y | +9.8% | -4.0% | +13.7% | +9.8% |
| 3Y | +37.3% | +47.3% | -10.0% | +20.7% |
| 5Y | +116.4% | +47.7% | +68.8% | +86.2% |
| 10Y | +293.0% | +224.7% | +68.2% | +143.3% |
| All | +293.0% | +236.6% | +56.4% | +143.3% |
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