+35.0%
PCAR vs RBA
+44.2%
-9.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +2.2% | +7.3% | -5.2% | +0.2% |
| 30D | -4.4% | +16.9% | -21.3% | -8.6% |
| 3M | -21.4% | -0.5% | -20.9% | -21.5% |
| 6M | -7.3% | -10.4% | +3.1% | -5.0% |
| YTD | -3.8% | -7.2% | +3.5% | -2.9% |
| 1Y | +6.3% | -2.2% | +8.5% | +5.6% |
| All | +35.0% | +44.2% | -9.2% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling