+285.9%
PCAR vs RBA
+204.3%
+81.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +2.1% | -0.5% | +2.6% | +2.3% |
| 30D | -1.2% | +6.8% | -8.0% | -3.1% |
| 3M | -18.6% | +9.5% | -28.1% | -20.8% |
| 6M | -5.1% | -8.2% | +3.1% | -3.5% |
| YTD | -1.8% | -7.7% | +6.0% | -0.6% |
| 1Y | +10.6% | -6.9% | +17.5% | +11.6% |
| 3Y | +34.9% | +61.6% | -26.7% | +16.1% |
| 5Y | +114.0% | +44.7% | +69.3% | +85.3% |
| All | +285.9% | +204.3% | +81.6% | +147.8% |
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